+1,798.0%
UMC vs APA
-2.8%
+1,800.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.4% |
| 7D | +11.4% | +0.8% | +10.6% | +11.3% |
| 30D | +16.8% | +9.6% | +7.2% | +15.4% |
| 3M | +19.1% | +18.0% | +1.1% | +16.1% |
| 6M | +137.4% | +41.9% | +95.6% | +124.0% |
| YTD | +186.4% | +86.3% | +100.1% | +159.2% |
| 1Y | +229.1% | +97.9% | +131.2% | +194.1% |
| 3Y | +257.9% | +12.8% | +245.1% | +237.4% |
| 5Y | +137.5% | +177.2% | -39.7% | +96.1% |
| All | +1,798.0% | -2.8% | +1,800.7% | +1,434.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling