+145.3%
UMC vs APA
+177.1%
-31.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.0% | +1.0% | +3.6% |
| 7D | +13.6% | +0.3% | +13.3% | +13.6% |
| 30D | +20.8% | +9.3% | +11.4% | +19.2% |
| 3M | +16.1% | +23.3% | -7.2% | +12.2% |
| 6M | +137.3% | +39.5% | +97.8% | +121.7% |
| YTD | +193.8% | +87.6% | +106.1% | +158.7% |
| 1Y | +236.1% | +114.2% | +121.8% | +186.4% |
| 3Y | +267.1% | +13.6% | +253.5% | +245.3% |
| 5Y | +145.3% | +175.6% | -30.3% | +85.4% |
| All | +145.3% | +177.1% | -31.8% | +85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling