+121.5%
UMC vs APD
+23.7%
+97.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -1.9% |
| 7D | +17.8% | +2.2% | +15.6% | +18.4% |
| 30D | -29.6% | +9.4% | -39.0% | -27.5% |
| 3M | -18.4% | +4.7% | -23.1% | -16.9% |
| 6M | -0.1% | +5.5% | -5.6% | +1.4% |
| YTD | +104.0% | +31.4% | +72.6% | +114.2% |
| 1Y | +121.5% | +24.1% | +97.4% | +131.9% |
| All | +121.5% | +23.7% | +97.9% | +131.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling