+11.9%
APH vs UMAC
+9.5%
+2.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.6% | +5.7% | 0.0% |
| 7D | -5.0% | -13.9% | +8.8% | -3.3% |
| 30D | -8.4% | -39.6% | +31.2% | -2.8% |
| 3M | -4.5% | -53.6% | +49.1% | +3.2% |
| 6M | +25.3% | -6.2% | +31.5% | +19.6% |
| YTD | +18.9% | -1.2% | +20.1% | +6.9% |
| 1Y | +11.9% | +9.7% | +2.3% | -2.1% |
| All | +11.9% | +9.5% | +2.5% | -2.1% |
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