+506.6%
APP vs UMC
+118.9%
+387.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.0% | -4.5% | -3.9% |
| 7D | +61.1% | -8.3% | +69.4% | +63.0% |
| 30D | +42.8% | -34.5% | +77.3% | +68.8% |
| 3M | +16.7% | -20.0% | +36.6% | +22.5% |
| 6M | -15.6% | -0.7% | -14.8% | -26.2% |
| YTD | -41.3% | +94.7% | -136.0% | -68.2% |
| 1Y | -39.3% | +106.0% | -145.3% | -68.3% |
| 3Y | +803.2% | +124.3% | +678.9% | +319.8% |
| 5Y | +313.2% | +78.0% | +235.2% | +110.1% |
| All | +506.6% | +118.9% | +387.7% | +207.9% |
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