-55.4%
APP vs UMC
+112.5%
-167.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -2.1% | +12.8% | +11.0% |
| 7D | +4.5% | -14.7% | +19.2% | +7.5% |
| 30D | -3.6% | -32.9% | +29.2% | +3.0% |
| 3M | -35.3% | -22.2% | -13.1% | -33.2% |
| 6M | -42.8% | +25.9% | -68.7% | -47.0% |
| YTD | -59.7% | +107.9% | -167.6% | -68.0% |
| 1Y | -55.4% | +115.0% | -170.4% | -65.6% |
| All | -55.4% | +112.5% | -167.9% | -65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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