-45.6%
APTV vs UMAC
+129.0%
-174.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.1% | -0.2% |
| 7D | -5.0% | -3.4% | -1.6% | -4.9% |
| 30D | -6.1% | -15.1% | +9.0% | -5.7% |
| 3M | -33.0% | -10.8% | -22.2% | -33.2% |
| 6M | -35.2% | +15.7% | -50.9% | -37.8% |
| YTD | -40.1% | +80.1% | -120.3% | -43.9% |
| 1Y | -45.6% | +116.7% | -162.3% | -49.8% |
| All | -45.6% | +129.0% | -174.6% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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