-55.4%
APP vs UMAC
+2.9%
-58.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -10.9% | +21.6% | +12.5% |
| 7D | +4.5% | -26.0% | +30.6% | +9.9% |
| 30D | -3.6% | -40.3% | +36.7% | +5.0% |
| 3M | -35.3% | -51.1% | +15.9% | -28.1% |
| 6M | -42.8% | -5.6% | -37.1% | -47.0% |
| YTD | -59.7% | +2.3% | -61.9% | -65.6% |
| 1Y | -55.4% | +7.9% | -63.2% | -62.7% |
| All | -55.4% | +2.9% | -58.3% | -62.7% |
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