+216.7%
APH vs UMAC
+237.0%
-20.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +13.3% | -5.1% | +7.5% |
| 7D | +1.1% | -5.5% | +6.6% | +1.4% |
| 30D | -7.5% | -35.3% | +27.8% | -5.5% |
| 3M | -4.4% | -48.4% | +43.9% | -1.7% |
| 6M | +26.5% | +0.4% | +26.0% | +24.9% |
| YTD | +20.0% | +5.8% | +14.2% | +17.5% |
| 1Y | +16.9% | +27.3% | -10.4% | +13.4% |
| All | +216.7% | +237.0% | -20.3% | +198.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling