+892.4%
APP vs UMC
+107.6%
+784.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.5% | +6.3% | +9.2% |
| 7D | +71.2% | -17.0% | +88.2% | +76.0% |
| 30D | +39.1% | -40.6% | +79.7% | +56.9% |
| 3M | +16.5% | -27.9% | +44.4% | +22.6% |
| 6M | -16.6% | -7.5% | -9.1% | -22.4% |
| YTD | -41.9% | +79.3% | -121.2% | -60.9% |
| 1Y | -37.0% | +92.8% | -129.8% | -59.1% |
| 3Y | +892.4% | +108.2% | +784.3% | +453.7% |
| All | +892.4% | +107.6% | +784.8% | +453.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling