+70.4%
APO vs USAR
+68.6%
+1.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.6% |
| 7D | -1.0% | -4.4% | +3.4% | -0.9% |
| 30D | -0.4% | -10.4% | +10.0% | -0.2% |
| 3M | -0.9% | -18.4% | +17.5% | -0.6% |
| 6M | +22.1% | -8.8% | +31.0% | +22.2% |
| YTD | -8.4% | +43.4% | -51.7% | -8.9% |
| 1Y | -0.9% | +21.0% | -21.9% | -0.9% |
| 3Y | +56.1% | +67.7% | -11.6% | +63.3% |
| All | +70.4% | +68.6% | +1.8% | +78.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling