+145.3%
UMC vs APD
+25.2%
+120.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.2% |
| 7D | +13.6% | -4.6% | +18.2% | +14.9% |
| 30D | +20.8% | -4.2% | +25.0% | +21.9% |
| 3M | +16.1% | +5.0% | +11.2% | +13.9% |
| 6M | +137.3% | +8.9% | +128.4% | +129.1% |
| YTD | +193.8% | +21.9% | +171.9% | +172.3% |
| 1Y | +236.1% | +5.6% | +230.5% | +226.4% |
| 3Y | +267.1% | +6.9% | +260.2% | +248.9% |
| 5Y | +145.3% | +25.3% | +119.9% | +89.0% |
| All | +145.3% | +25.2% | +120.0% | +89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling