+4,735.3%
APH vs UMC
+259.6%
+4,475.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +4.5% | -52.3% | -49.1% |
| 7D | -48.7% | +8.9% | -57.6% | -50.7% |
| 30D | -51.9% | +7.7% | -59.6% | -53.6% |
| 3M | -43.6% | +1.7% | -45.2% | -45.4% |
| 6M | -37.5% | +113.9% | -151.5% | -52.2% |
| YTD | -38.6% | +168.9% | -207.5% | -56.6% |
| 1Y | -26.3% | +207.2% | -233.5% | -50.1% |
| 3Y | +89.2% | +227.7% | -138.5% | +23.8% |
| 5Y | +119.8% | +118.0% | +1.8% | +58.2% |
| 10Y | +454.3% | +1,682.1% | -1,227.9% | +91.9% |
| All | +4,735.3% | +259.6% | +4,475.7% | +1,540.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling