-45.3%
APP vs UMAC
+141.5%
-186.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.4% | +4.2% | -1.1% |
| 7D | -4.4% | +3.3% | -7.7% | -5.1% |
| 30D | -10.0% | -10.4% | +0.4% | -9.5% |
| 3M | -41.4% | +1.8% | -43.2% | -43.3% |
| 6M | -41.0% | +40.7% | -81.8% | -49.8% |
| YTD | -54.7% | +90.9% | -145.6% | -64.7% |
| 1Y | -45.3% | +151.8% | -197.1% | -60.5% |
| All | -45.3% | +141.5% | -186.9% | -60.5% |
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