+955.2%
APH vs UMC
+1,204.4%
-249.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.2% |
| 7D | -5.0% | -8.3% | +3.3% | -2.7% |
| 30D | -8.4% | -34.5% | +26.1% | +3.2% |
| 3M | -4.5% | -20.0% | +15.5% | +1.2% |
| 6M | +25.3% | -0.7% | +26.0% | +23.0% |
| YTD | +18.9% | +94.7% | -75.8% | -4.8% |
| 1Y | +11.9% | +106.0% | -94.1% | -11.8% |
| 3Y | +278.0% | +124.3% | +153.7% | +186.7% |
| 5Y | +306.4% | +78.0% | +228.5% | +217.1% |
| 10Y | +955.2% | +1,225.9% | -270.7% | +402.3% |
| All | +955.2% | +1,204.4% | -249.2% | +402.3% |
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 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