+734.7%
APP vs UMAC
+197.5%
+537.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +10.8% | -0.9% | +8.8% |
| 7D | +71.2% | -23.4% | +94.6% | +74.7% |
| 30D | +39.1% | -45.6% | +84.7% | +47.3% |
| 3M | +16.5% | -50.9% | +67.4% | +23.6% |
| 6M | -16.6% | -16.5% | 0.0% | -18.4% |
| YTD | -41.9% | -6.6% | -35.3% | -44.8% |
| 1Y | -37.0% | +10.7% | -47.7% | -41.4% |
| All | +734.7% | +197.5% | +537.2% | +471.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling