-26.4%
APP vs UMC
+117.0%
-143.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.3% | +6.2% | +4.0% |
| 7D | +4.6% | +11.2% | -6.6% | +3.9% |
| 30D | +56.0% | -28.0% | +84.1% | +63.3% |
| 3M | +30.8% | -20.5% | +51.4% | +33.2% |
| 6M | -9.8% | -1.6% | -8.2% | -13.5% |
| YTD | -39.3% | +99.4% | -138.7% | -51.6% |
| 1Y | -26.4% | +120.4% | -146.8% | -48.3% |
| All | -26.4% | +117.0% | -143.5% | -48.3% |
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