+371.4%
APP vs UMC
+127.9%
+243.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.6% | -2.4% | -0.2% |
| 7D | +0.9% | +5.0% | -4.1% | -1.8% |
| 30D | -23.3% | +7.7% | -30.9% | -26.5% |
| 3M | -42.6% | +1.7% | -44.3% | -46.8% |
| 6M | -33.6% | +113.9% | -147.5% | -62.3% |
| YTD | -52.4% | +168.9% | -221.3% | -78.5% |
| 1Y | -35.9% | +207.2% | -243.1% | -74.0% |
| 3Y | +642.2% | +227.7% | +414.5% | +164.3% |
| All | +371.4% | +127.9% | +243.5% | +121.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling