+967.8%
APH vs USB
+100.3%
+867.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.9% | -8.1% | -7.0% |
| 7D | -2.4% | +2.4% | -4.8% | -3.5% |
| 30D | -9.5% | +6.6% | -16.0% | -12.2% |
| 3M | -7.6% | -4.1% | -3.5% | -6.3% |
| 6M | +12.4% | +12.5% | -0.1% | +5.9% |
| YTD | +17.5% | +17.6% | -0.1% | +8.4% |
| 1Y | +16.4% | +36.5% | -20.1% | +0.5% |
| 3Y | +281.6% | +95.4% | +186.2% | +175.7% |
| 5Y | +317.7% | +26.1% | +291.6% | +258.1% |
| 10Y | +967.8% | +101.3% | +866.6% | +660.5% |
| All | +967.8% | +100.3% | +867.6% | +660.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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