+207.0%
APH vs UMAC
+182.0%
+25.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +2.9% | -1.5% |
| 7D | +4.9% | -5.2% | +10.1% | +5.2% |
| 30D | -5.4% | -36.4% | +31.0% | -3.2% |
| 3M | -5.5% | -58.6% | +53.1% | -1.6% |
| 6M | +25.9% | -24.6% | +50.6% | +26.2% |
| YTD | +16.4% | -11.5% | +27.8% | +15.0% |
| 1Y | +16.5% | +16.9% | -0.4% | +13.9% |
| All | +207.0% | +182.0% | +25.0% | +192.0% |
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