+1,062.4%
APH vs UMC
+1,867.9%
-805.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.5% | -1.6% |
| 7D | +1.6% | +13.6% | -12.0% | -2.1% |
| 30D | -3.0% | +20.8% | -23.7% | -8.1% |
| 3M | +5.7% | +16.1% | -10.4% | -0.1% |
| 6M | +20.0% | +137.3% | -117.3% | -8.2% |
| YTD | +20.8% | +193.8% | -173.0% | -13.5% |
| 1Y | +40.2% | +236.1% | -195.8% | -3.5% |
| 3Y | +288.1% | +267.1% | +21.0% | +157.6% |
| 5Y | +352.5% | +145.3% | +207.3% | +221.5% |
| 10Y | +1,062.4% | +1,857.3% | -794.9% | +394.4% |
| All | +1,062.4% | +1,867.9% | -805.5% | +394.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling