-6.8%
AVGO vs UMC
+112.5%
-119.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.5% |
| 7D | -7.5% | -14.7% | +7.2% | -3.7% |
| 30D | -10.2% | -32.9% | +22.6% | -1.0% |
| 3M | -22.0% | -22.2% | +0.1% | -17.5% |
| 6M | -21.6% | +25.9% | -47.5% | -24.2% |
| YTD | -5.4% | +107.9% | -113.4% | -17.6% |
| 1Y | -6.8% | +115.0% | -121.9% | -20.5% |
| All | -6.8% | +112.5% | -119.3% | -20.5% |
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