+243.6%
UMC vs APD
+1,674.6%
-1,431.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.6% | +5.2% |
| 7D | +5.0% | -2.2% | +7.2% | +6.3% |
| 30D | +7.7% | +2.1% | +5.6% | +6.0% |
| 3M | +1.7% | +7.2% | -5.5% | -3.7% |
| 6M | +113.9% | +11.2% | +102.7% | +96.6% |
| YTD | +168.9% | +24.4% | +144.5% | +128.8% |
| 1Y | +207.2% | +6.7% | +200.5% | +182.4% |
| 3Y | +227.7% | +9.2% | +218.4% | +179.6% |
| 5Y | +118.0% | +27.4% | +90.7% | +64.6% |
| 10Y | +1,682.1% | +164.8% | +1,517.3% | +599.7% |
| All | +243.6% | +1,674.6% | -1,431.0% | -65.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling