+270.9%
APH vs UMC
+131.8%
+139.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.5% | -1.0% |
| 7D | +4.9% | +11.2% | -6.3% | +1.2% |
| 30D | -5.4% | -28.0% | +22.6% | +4.6% |
| 3M | -5.5% | -20.5% | +15.1% | +0.7% |
| 6M | +25.9% | -1.6% | +27.5% | +23.2% |
| YTD | +16.4% | +99.4% | -83.0% | -11.1% |
| 1Y | +16.5% | +120.4% | -103.9% | -14.4% |
| 3Y | +270.9% | +134.2% | +136.6% | +167.0% |
| All | +270.9% | +131.8% | +139.1% | +167.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling