+1,798.0%
UMC vs APD
+168.7%
+1,629.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | +11.4% | -3.5% | +14.9% | +12.5% |
| 30D | +16.8% | -5.1% | +21.9% | +18.4% |
| 3M | +19.1% | +6.9% | +12.2% | +16.0% |
| 6M | +137.4% | +8.1% | +129.4% | +129.4% |
| YTD | +186.4% | +21.2% | +165.1% | +165.3% |
| 1Y | +229.1% | +4.9% | +224.2% | +218.3% |
| 3Y | +257.9% | +6.3% | +251.6% | +236.5% |
| 5Y | +137.5% | +24.3% | +113.3% | +107.1% |
| All | +1,798.0% | +168.7% | +1,629.3% | +1,171.5% |
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