+229.1%
UMC vs APA
+111.4%
+117.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.6% |
| 7D | +11.4% | +0.8% | +10.6% | +11.5% |
| 30D | +16.8% | +9.6% | +7.2% | +18.9% |
| 3M | +19.1% | +18.0% | +1.1% | +23.4% |
| 6M | +137.4% | +41.9% | +95.6% | +147.6% |
| YTD | +186.4% | +86.3% | +100.1% | +204.5% |
| 1Y | +229.1% | +97.9% | +131.2% | +252.8% |
| All | +229.1% | +111.4% | +117.7% | +252.8% |
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