-39.3%
APP vs UMC
+106.0%
-145.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.0% | -4.5% | -3.6% |
| 7D | +61.1% | -8.3% | +69.4% | +61.5% |
| 30D | +42.8% | -34.5% | +77.3% | +51.7% |
| 3M | +16.7% | -20.0% | +36.6% | +18.2% |
| 6M | -15.6% | -0.7% | -14.8% | -19.7% |
| YTD | -41.3% | +94.7% | -136.0% | -55.3% |
| 1Y | -39.3% | +106.0% | -145.3% | -57.6% |
| All | -39.3% | +106.0% | -145.3% | -57.6% |
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