+10,293.5%
APH vs UMC
+259.6%
+10,033.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.6% | -3.7% | -0.5% |
| 7D | +5.0% | +5.0% | 0.0% | +3.4% |
| 30D | -3.9% | +7.7% | -11.6% | -6.1% |
| 3M | +13.0% | +1.7% | +11.3% | +10.7% |
| 6M | +25.2% | +113.9% | -88.8% | -3.1% |
| YTD | +22.9% | +168.9% | -146.0% | -12.0% |
| 1Y | +47.8% | +207.2% | -159.4% | +1.5% |
| 3Y | +283.0% | +227.7% | +55.3% | +153.8% |
| 5Y | +349.7% | +118.0% | +231.6% | +227.7% |
| 10Y | +1,061.2% | +1,682.1% | -620.9% | +307.1% |
| All | +10,293.5% | +259.6% | +10,033.9% | +3,469.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded UMC 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling