+446.2%
APP vs USB
+32.9%
+413.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -2.1% | +33.1% | +32.0% |
| 7D | +39.7% | -1.5% | +41.2% | +40.5% |
| 30D | +27.7% | +4.3% | +23.4% | +24.9% |
| 3M | -14.8% | -6.1% | -8.7% | -12.5% |
| 6M | -25.5% | +9.4% | -34.9% | -29.1% |
| YTD | -47.2% | +15.2% | -62.3% | -50.9% |
| 1Y | -42.3% | +32.8% | -75.0% | -49.9% |
| 3Y | +806.8% | +91.3% | +715.5% | +550.3% |
| 5Y | +261.6% | +22.7% | +239.0% | +205.2% |
| All | +446.2% | +32.9% | +413.2% | +381.6% |
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