+1,842.6%
UMC vs APTV
-16.1%
+1,858.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.4% |
| 7D | +9.0% | -5.0% | +14.0% | +10.5% |
| 30D | +17.2% | -6.1% | +23.3% | +19.1% |
| 3M | +11.4% | -33.0% | +44.4% | +23.9% |
| 6M | +137.5% | -35.2% | +172.7% | +164.5% |
| YTD | +193.1% | -40.1% | +233.3% | +232.0% |
| 1Y | +240.3% | -45.6% | +285.9% | +296.2% |
| 3Y | +262.2% | -54.4% | +316.5% | +329.7% |
| 5Y | +143.1% | -68.9% | +212.0% | +215.2% |
| All | +1,842.6% | -16.1% | +1,858.7% | +1,996.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling