+245.2%
APH vs USAR
-26.7%
+271.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -9.5% | +0.2% | -8.8% |
| 7D | -12.7% | -29.5% | +16.7% | -11.0% |
| 30D | -19.2% | -46.0% | +26.8% | -16.6% |
| 3M | -16.7% | -56.8% | +40.1% | -13.2% |
| 6M | +5.1% | -72.9% | +78.1% | +11.2% |
| YTD | +6.6% | -37.6% | +44.2% | +9.9% |
| 1Y | +3.9% | -56.0% | +59.9% | +7.7% |
| 3Y | +246.0% | -27.5% | +273.6% | +275.8% |
| All | +245.2% | -26.7% | +271.9% | +272.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling