+17.8%
AVGO vs UMC
+209.4%
-191.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.6% | -4.4% | -0.9% |
| 7D | -3.0% | +5.0% | -7.9% | -4.2% |
| 30D | -14.4% | +7.7% | -22.1% | -16.1% |
| 3M | -14.4% | +1.7% | -16.1% | -15.7% |
| 6M | +13.1% | +113.9% | -100.8% | -4.6% |
| YTD | +3.8% | +168.9% | -165.1% | -19.2% |
| 1Y | +17.8% | +207.2% | -189.4% | -8.3% |
| All | +17.8% | +209.4% | -191.7% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 1y: compounded portfolio wealth divided by compounded UMC 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…
1y analysis · Full analysis span regression · 6 months rolling