+4.4%
GOOGL vs UMC
+112.5%
-108.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.1% | +5.3% | +3.4% |
| 7D | -11.1% | -14.7% | +3.6% | -9.8% |
| 30D | -16.6% | -32.9% | +16.3% | -14.1% |
| 3M | -23.4% | -22.2% | -1.3% | -22.0% |
| 6M | -24.5% | +25.9% | -50.4% | -26.4% |
| YTD | -7.5% | +107.9% | -115.4% | -15.0% |
| 1Y | +4.4% | +115.0% | -110.7% | -5.4% |
| All | +4.4% | +112.5% | -108.1% | -5.4% |
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 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