-35.9%
APP vs UMAC
+164.0%
-199.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.1% | +5.3% | +2.8% |
| 7D | +0.9% | -0.9% | +1.8% | +1.0% |
| 30D | -23.3% | -7.7% | -15.6% | -23.1% |
| 3M | -42.6% | -26.4% | -16.2% | -41.4% |
| 6M | -33.6% | +61.9% | -95.5% | -45.4% |
| YTD | -52.4% | +86.5% | -138.9% | -62.8% |
| 1Y | -35.9% | +156.3% | -192.2% | -53.5% |
| All | -35.9% | +164.0% | -199.9% | -53.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling