+243.6%
UMC vs APA
+126.7%
+116.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.2% | +7.8% | +5.4% |
| 7D | +5.0% | +0.5% | +4.4% | +4.8% |
| 30D | +7.7% | +23.4% | -15.7% | +1.9% |
| 3M | +1.7% | +12.7% | -11.0% | -2.3% |
| 6M | +113.9% | +39.4% | +74.5% | +91.8% |
| YTD | +168.9% | +79.0% | +89.9% | +124.5% |
| 1Y | +207.2% | +88.8% | +118.4% | +150.6% |
| 3Y | +227.7% | +6.4% | +221.3% | +197.0% |
| 5Y | +118.0% | +153.0% | -34.9% | +47.2% |
| 10Y | +1,682.1% | +7.5% | +1,674.6% | +1,029.1% |
| All | +243.6% | +126.7% | +116.9% | +66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling