+367.9%
APP vs UMC
+230.2%
+137.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.0% | -6.2% | -4.2% |
| 7D | -4.4% | +13.6% | -18.0% | -10.4% |
| 30D | -10.0% | +20.8% | -30.8% | -18.5% |
| 3M | -41.4% | +16.1% | -57.6% | -48.9% |
| 6M | -41.0% | +137.3% | -178.3% | -66.6% |
| YTD | -54.7% | +193.8% | -248.5% | -78.9% |
| 1Y | -45.3% | +236.1% | -281.4% | -76.8% |
| 3Y | +624.3% | +267.1% | +357.2% | +173.4% |
| 5Y | +329.1% | +145.3% | +183.8% | +90.5% |
| All | +367.9% | +230.2% | +137.6% | +104.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling