+66.3%
APA vs UMAC
+508.0%
-441.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -6.4% | +9.4% | +3.1% |
| 7D | +0.3% | +3.3% | -3.0% | +0.2% |
| 30D | +9.3% | -10.4% | +19.7% | +9.4% |
| 3M | +23.3% | +1.8% | +21.6% | +22.7% |
| 6M | +39.5% | +40.7% | -1.3% | +36.3% |
| YTD | +87.6% | +90.9% | -3.3% | +80.7% |
| 1Y | +114.2% | +151.8% | -37.5% | +103.3% |
| All | +66.3% | +508.0% | -441.7% | +59.3% |
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 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