+21.3%
QCOM vs UMAC
+508.0%
-486.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.4% | +7.7% | +1.6% |
| 7D | +4.4% | +3.3% | +1.1% | +4.2% |
| 30D | +9.4% | -10.4% | +19.8% | +9.6% |
| 3M | -13.7% | +1.8% | -15.4% | -14.3% |
| 6M | +28.9% | +40.7% | -11.8% | +25.5% |
| YTD | +4.7% | +90.9% | -86.2% | +0.6% |
| 1Y | +13.5% | +151.8% | -138.3% | +8.0% |
| All | +21.3% | +508.0% | -486.7% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 10y: compounded portfolio wealth divided by compounded UMAC 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…
10y analysis · Full analysis span regression · 6 months rolling