+259.0%
APH vs UMC
+110.7%
+148.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.5% | +0.6% | +3.0% |
| 7D | -5.9% | -17.0% | +11.0% | -0.2% |
| 30D | -14.8% | -40.6% | +25.8% | +0.2% |
| 3M | -12.4% | -27.9% | +15.4% | -3.6% |
| 6M | +8.1% | -7.5% | +15.5% | +8.1% |
| YTD | +10.9% | +79.3% | -68.4% | -12.2% |
| 1Y | +8.8% | +92.8% | -84.0% | -16.3% |
| All | +259.0% | +110.7% | +148.4% | +166.2% |
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