+115.0%
UMC vs APA
+107.6%
+7.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.9% | +4.8% | -3.7% |
| 7D | -14.7% | -13.0% | -1.7% | -17.4% |
| 30D | -32.9% | +2.0% | -34.8% | -32.1% |
| 3M | -22.2% | +24.9% | -47.1% | -16.7% |
| 6M | +25.9% | +7.2% | +18.7% | +30.7% |
| YTD | +107.9% | +87.1% | +20.8% | +145.1% |
| 1Y | +115.0% | +107.2% | +7.9% | +160.8% |
| All | +115.0% | +107.6% | +7.4% | +160.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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