+32,355.3%
AVGO vs UMC
+1,308.3%
+31,047.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.1% | -2.1% | +1.2% |
| 7D | -0.3% | +6.6% | -6.9% | -2.6% |
| 30D | -13.8% | +16.6% | -30.4% | -18.6% |
| 3M | -6.9% | +11.0% | -17.9% | -12.4% |
| 6M | +11.9% | +131.3% | -119.4% | -20.5% |
| YTD | +6.9% | +182.5% | -175.6% | -31.3% |
| 1Y | +7.4% | +222.3% | -214.9% | -34.4% |
| 3Y | +345.6% | +253.0% | +92.5% | +164.6% |
| 5Y | +718.9% | +141.8% | +577.0% | +439.1% |
| 10Y | +2,755.4% | +1,772.2% | +983.1% | +790.0% |
| All | +32,355.3% | +1,308.3% | +31,047.1% | +10,153.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling