+115.0%
UMC vs APTV
-46.4%
+161.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.6% | -6.7% | -2.3% |
| 7D | -14.7% | -1.9% | -12.8% | -14.6% |
| 30D | -32.9% | -1.4% | -31.4% | -32.8% |
| 3M | -22.2% | -9.3% | -12.8% | -21.6% |
| 6M | +25.9% | -27.3% | +53.2% | +29.1% |
| YTD | +107.9% | -43.1% | +151.1% | +110.8% |
| 1Y | +115.0% | -46.5% | +161.5% | +121.0% |
| All | +115.0% | -46.4% | +161.4% | +121.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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