+696.9%
AVGO vs UMC
+143.5%
+553.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.0% | -0.8% |
| 7D | +1.1% | +9.0% | -7.9% | -2.9% |
| 30D | -13.0% | +17.2% | -30.2% | -19.5% |
| 3M | -6.0% | +11.4% | -17.4% | -13.8% |
| 6M | +6.4% | +137.5% | -131.1% | -35.6% |
| YTD | +5.0% | +193.1% | -188.1% | -46.4% |
| 1Y | +1.4% | +240.3% | -238.9% | -53.1% |
| 3Y | +336.8% | +262.2% | +74.6% | +94.2% |
| All | +696.9% | +143.5% | +553.4% | +303.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling