+19.7%
QCOM vs UMAC
+549.5%
-529.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +9.3% | -6.2% | +2.7% |
| 7D | +5.1% | +14.7% | -9.6% | +4.4% |
| 30D | +4.3% | -0.5% | +4.8% | +4.0% |
| 3M | -19.6% | +0.5% | -20.1% | -20.2% |
| 6M | +29.5% | +57.9% | -28.5% | +25.5% |
| YTD | +3.4% | +103.9% | -100.6% | -1.0% |
| 1Y | +10.9% | +159.3% | -148.4% | +5.3% |
| All | +19.7% | +549.5% | -529.8% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling