+59.7%
APO vs USAR
-21.7%
+81.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.6% | +10.0% | +0.7% |
| 7D | +8.1% | -9.1% | +17.2% | +8.3% |
| 30D | +3.4% | -36.9% | +40.4% | +4.5% |
| 3M | -6.6% | -58.4% | +51.8% | -4.8% |
| 6M | -7.1% | -70.6% | +63.5% | -4.9% |
| YTD | -14.1% | -33.4% | +19.3% | -13.2% |
| 1Y | -4.7% | -54.0% | +49.3% | -3.4% |
| 3Y | +51.3% | -22.7% | +74.0% | +61.2% |
| All | +59.7% | -21.7% | +81.4% | +70.0% |
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