+527.5%
APP vs UMC
+124.1%
+403.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.3% | +6.2% | +4.8% |
| 7D | +4.6% | +11.2% | -6.6% | 0.0% |
| 30D | +56.0% | -28.0% | +84.1% | +76.6% |
| 3M | +30.8% | -20.5% | +51.4% | +38.2% |
| 6M | -9.8% | -1.6% | -8.2% | -20.6% |
| YTD | -39.3% | +99.4% | -138.7% | -67.5% |
| 1Y | -26.4% | +120.4% | -146.8% | -63.1% |
| 3Y | +887.9% | +134.2% | +753.7% | +347.3% |
| 5Y | +264.1% | +78.8% | +185.3% | +83.8% |
| All | +527.5% | +124.1% | +403.3% | +215.1% |
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