+96.7%
APH vs USAR
+74.0%
+22.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -1.2% | -46.6% | -47.7% |
| 7D | -48.7% | -8.5% | -40.2% | -48.5% |
| 30D | -51.9% | +2.6% | -54.6% | -52.0% |
| 3M | -43.6% | -35.0% | -8.5% | -42.7% |
| 6M | -37.5% | -6.9% | -30.7% | -37.7% |
| YTD | -38.6% | +48.0% | -86.6% | -39.3% |
| 1Y | -26.3% | +24.8% | -51.1% | -27.1% |
| 3Y | +89.2% | +73.2% | +16.0% | +97.2% |
| All | +96.7% | +74.0% | +22.7% | +103.4% |
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