+17.9%
QCOM vs UMAC
+237.0%
-219.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +13.3% | -9.6% | +3.0% |
| 7D | +5.8% | -5.5% | +11.3% | +6.0% |
| 30D | -2.3% | -35.3% | +33.0% | -0.4% |
| 3M | +2.7% | -48.4% | +51.1% | +5.5% |
| 6M | -21.0% | +0.4% | -21.5% | -21.3% |
| YTD | +1.8% | +5.8% | -4.0% | +0.4% |
| 1Y | +2.4% | +27.3% | -24.9% | +0.2% |
| All | +17.9% | +237.0% | -219.1% | +16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling