+18.4%
APO vs UMAC
+488.3%
-469.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.9% | -2.2% |
| 7D | -4.9% | -4.0% | -0.9% | -4.8% |
| 30D | -8.4% | -9.4% | +1.0% | -8.3% |
| 3M | -2.1% | +3.0% | -5.0% | -2.7% |
| 6M | +19.2% | +27.2% | -7.9% | +16.2% |
| YTD | -10.5% | +84.7% | -95.2% | -14.5% |
| 1Y | -2.7% | +136.5% | -139.2% | -8.4% |
| All | +18.4% | +488.3% | -469.8% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 5y: compounded portfolio wealth divided by compounded UMAC 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…
5y analysis · Full analysis span regression · 6 months rolling