-26.3%
APH vs UMAC
+164.0%
-190.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.4% | -48.2% | -47.8% |
| 7D | -48.7% | -9.7% | -39.0% | -48.2% |
| 30D | -51.9% | -7.7% | -44.3% | -51.9% |
| 3M | -43.6% | -26.4% | -17.1% | -43.0% |
| 6M | -37.5% | +61.9% | -99.4% | -44.2% |
| YTD | -38.6% | +86.5% | -125.1% | -46.4% |
| 1Y | -26.3% | +156.3% | -182.6% | -36.5% |
| All | -26.3% | +164.0% | -190.3% | -36.5% |
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