+13,271.7%
GOOGL vs UMC
+844.4%
+12,427.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.2% |
| 7D | -2.8% | +11.4% | -14.2% | -5.3% |
| 30D | -3.2% | +16.8% | -20.0% | -6.8% |
| 3M | -6.6% | +19.1% | -25.7% | -12.2% |
| 6M | +8.5% | +137.4% | -129.0% | -14.4% |
| YTD | +6.5% | +186.4% | -179.9% | -20.7% |
| 1Y | +39.4% | +229.1% | -189.7% | +0.2% |
| 3Y | +146.2% | +257.9% | -111.7% | +70.5% |
| 5Y | +138.3% | +137.5% | +0.8% | +78.6% |
| 10Y | +751.7% | +1,808.2% | -1,056.5% | +267.9% |
| All | +13,271.7% | +844.4% | +12,427.3% | +5,070.6% |
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