+1,337.5%
APP vs USAR
-19.4%
+1,356.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.1% | +2.8% | +3.9% |
| 7D | +4.6% | -0.8% | +5.4% | +4.6% |
| 30D | +56.0% | -20.9% | +77.0% | +57.0% |
| 3M | +30.8% | -56.2% | +87.0% | +33.4% |
| 6M | -9.8% | -67.9% | +58.1% | -7.9% |
| YTD | -39.3% | -31.4% | -7.9% | -37.6% |
| 1Y | -26.4% | -45.1% | +18.6% | -24.4% |
| 3Y | +887.9% | -20.3% | +908.2% | +974.9% |
| All | +1,337.5% | -19.4% | +1,356.8% | +1,494.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling