+139.7%
UMC vs APA
+43.6%
+96.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.0% | -2.1% |
| 7D | +17.8% | +9.6% | +8.2% | +17.3% |
| 30D | -29.6% | -0.2% | -29.4% | -29.7% |
| 3M | -18.4% | +19.8% | -38.2% | -19.2% |
| 6M | -0.1% | +30.1% | -30.2% | -1.8% |
| YTD | +104.0% | +100.4% | +3.6% | +87.7% |
| 1Y | +121.5% | +105.2% | +16.3% | +102.8% |
| All | +139.7% | +43.6% | +96.1% | +123.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling