+149.6%
GOOGL vs UMC
+261.2%
-111.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +1.4% |
| 7D | 0.0% | +9.0% | -9.0% | -1.2% |
| 30D | -1.4% | +17.2% | -18.6% | -3.7% |
| 3M | -5.3% | +11.4% | -16.7% | -8.0% |
| 6M | +9.8% | +137.5% | -127.7% | -8.6% |
| YTD | +8.4% | +193.1% | -184.8% | -15.7% |
| 1Y | +41.2% | +240.3% | -199.1% | +5.1% |
| 3Y | +149.6% | +262.2% | -112.6% | +69.0% |
| All | +149.6% | +261.2% | -111.6% | +69.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling