+48.9%
APH vs UMC
+226.5%
-177.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.1% | -6.3% | -2.7% |
| 7D | +0.2% | +6.6% | -6.4% | -1.7% |
| 30D | -3.3% | +16.6% | -19.9% | -7.5% |
| 3M | +14.0% | +11.0% | +3.0% | +9.4% |
| 6M | +24.4% | +131.3% | -106.9% | -3.0% |
| YTD | +21.4% | +182.5% | -161.1% | -6.8% |
| 1Y | +48.9% | +222.3% | -173.3% | +11.0% |
| All | +48.9% | +226.5% | -177.6% | +11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling