+101.8%
APA vs UMAC
+8.8%
+93.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.6% | +6.3% | +1.6% |
| 7D | +8.5% | -5.2% | +13.7% | +8.5% |
| 30D | +2.8% | -36.4% | +39.2% | +2.5% |
| 3M | +21.7% | -58.6% | +80.3% | +20.8% |
| 6M | +32.6% | -24.6% | +57.3% | +30.8% |
| YTD | +103.7% | -11.5% | +115.2% | +91.2% |
| 1Y | +101.8% | +16.9% | +84.9% | +81.2% |
| All | +101.8% | +8.8% | +93.0% | +81.2% |
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