+194.4%
AVGO vs UMAC
+473.8%
-279.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.5% |
| 7D | +1.1% | -3.4% | +4.6% | +1.3% |
| 30D | -13.0% | -15.1% | +2.1% | -12.5% |
| 3M | -6.0% | -10.8% | +4.8% | -6.3% |
| 6M | +6.4% | +15.7% | -9.3% | +2.4% |
| YTD | +5.0% | +80.1% | -75.2% | -2.2% |
| 1Y | +1.4% | +116.7% | -115.3% | -7.2% |
| All | +194.4% | +473.8% | -279.4% | +167.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded UMAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling