+3.2%
QCOM vs UMAC
+9.5%
-6.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.6% | +7.8% | +2.0% |
| 7D | +5.5% | -13.9% | +19.4% | +7.0% |
| 30D | -1.1% | -39.6% | +38.4% | +4.0% |
| 3M | +7.6% | -53.6% | +61.2% | +15.3% |
| 6M | -20.1% | -6.2% | -13.9% | -19.3% |
| YTD | +3.0% | -1.2% | +4.2% | +0.9% |
| 1Y | +3.2% | +9.7% | -6.4% | +0.3% |
| All | +3.2% | +9.5% | -6.2% | +0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling