+220.3%
APH vs UMAC
+549.5%
-329.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +9.3% | -10.6% | -1.7% |
| 7D | +0.2% | +14.7% | -14.5% | -0.5% |
| 30D | -3.3% | -0.5% | -2.8% | -3.6% |
| 3M | +14.0% | +0.5% | +13.5% | +13.0% |
| 6M | +24.4% | +57.9% | -33.5% | +19.5% |
| YTD | +21.4% | +103.9% | -82.5% | +15.2% |
| 1Y | +48.9% | +159.3% | -110.3% | +39.6% |
| All | +220.3% | +549.5% | -329.2% | +192.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling