+224.3%
APH vs UMAC
+494.0%
-269.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +3.9% | +1.0% |
| 7D | +5.0% | -0.9% | +5.9% | +5.0% |
| 30D | -3.9% | -7.7% | +3.8% | -3.8% |
| 3M | +13.0% | -26.4% | +39.4% | +13.5% |
| 6M | +25.2% | +61.9% | -36.7% | +20.2% |
| YTD | +22.9% | +86.5% | -63.6% | +17.2% |
| 1Y | +47.8% | +156.3% | -108.5% | +38.9% |
| All | +224.3% | +494.0% | -269.7% | +197.6% |
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 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