+1,304.8%
UMC vs APD
+191.6%
+1,113.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | +17.8% | +2.2% | +15.6% | +17.1% |
| 30D | -29.6% | +9.4% | -39.0% | -31.4% |
| 3M | -18.4% | +4.7% | -23.1% | -19.6% |
| 6M | -0.1% | +5.5% | -5.6% | -2.3% |
| YTD | +104.0% | +31.4% | +72.6% | +84.6% |
| 1Y | +121.5% | +24.1% | +97.4% | +103.6% |
| 3Y | +135.0% | +28.8% | +106.2% | +107.4% |
| 5Y | +83.0% | +15.8% | +67.3% | +64.0% |
| All | +1,304.8% | +191.6% | +1,113.2% | +862.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling