+213.7%
APH vs UMAC
+214.8%
-1.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.6% | +5.7% | -0.6% |
| 7D | -5.0% | -13.9% | +8.8% | -4.3% |
| 30D | -8.4% | -39.6% | +31.2% | -6.0% |
| 3M | -4.5% | -53.6% | +49.1% | -1.2% |
| 6M | +25.3% | -6.2% | +31.5% | +24.2% |
| YTD | +18.9% | -1.2% | +20.1% | +16.8% |
| 1Y | +11.9% | +9.7% | +2.3% | +9.3% |
| All | +213.7% | +214.8% | -1.0% | +196.7% |
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