+192.7%
APH vs UMAC
+197.5%
-4.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +10.8% | -6.7% | +3.5% |
| 7D | -5.9% | -23.4% | +17.4% | -4.6% |
| 30D | -14.8% | -45.6% | +30.8% | -12.2% |
| 3M | -12.4% | -50.9% | +38.5% | -9.7% |
| 6M | +8.1% | -16.5% | +24.6% | +7.7% |
| YTD | +10.9% | -6.6% | +17.5% | +9.3% |
| 1Y | +8.8% | +10.7% | -1.9% | +6.3% |
| All | +192.7% | +197.5% | -4.8% | +177.7% |
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 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