+291.1%
APH vs UMC
+234.1%
+56.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.6% | -3.7% | -0.6% |
| 7D | +5.0% | +5.0% | 0.0% | +3.4% |
| 30D | -3.9% | +7.7% | -11.6% | -6.2% |
| 3M | +13.0% | +1.7% | +11.3% | +10.6% |
| 6M | +25.2% | +113.9% | -88.8% | -5.0% |
| YTD | +22.9% | +168.9% | -146.0% | -14.1% |
| 1Y | +47.8% | +207.2% | -159.4% | -2.0% |
| All | +291.1% | +234.1% | +56.9% | +145.1% |
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