-0.1%
UMC vs APA
+29.9%
-30.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.0% | -1.7% |
| 7D | +17.8% | +9.6% | +8.2% | +19.7% |
| 30D | -29.6% | -0.2% | -29.4% | -29.7% |
| 3M | -18.4% | +19.8% | -38.2% | -13.5% |
| 6M | -0.1% | +30.1% | -30.2% | +8.2% |
| All | -0.1% | +29.9% | -30.0% | +8.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling