+249.1%
UMC vs APD
+7.3%
+241.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.2% | +6.2% | +5.1% |
| 7D | +6.6% | -2.5% | +9.1% | +6.7% |
| 30D | +16.6% | -1.9% | +18.4% | +16.6% |
| 3M | +11.0% | +8.2% | +2.8% | +10.1% |
| 6M | +131.3% | +10.7% | +120.5% | +128.2% |
| YTD | +182.5% | +22.9% | +159.6% | +174.6% |
| 1Y | +222.3% | +5.8% | +216.5% | +221.7% |
| All | +249.1% | +7.3% | +241.8% | +249.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling