+288.5%
APH vs USAR
-14.5%
+303.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +6.5% | +1.7% | +7.8% |
| 7D | +1.1% | -1.1% | +2.2% | +1.1% |
| 30D | -7.5% | -30.3% | +22.8% | -5.9% |
| 3M | -4.4% | -54.7% | +50.2% | -0.8% |
| 6M | +26.5% | -67.5% | +94.0% | +32.4% |
| YTD | +20.0% | -26.4% | +46.4% | +22.7% |
| 1Y | +16.9% | -49.5% | +66.4% | +20.0% |
| 3Y | +288.5% | -14.5% | +303.0% | +338.1% |
| All | +288.5% | -14.5% | +303.0% | +338.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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