+316.8%
APP vs USB
+35.8%
+281.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.9% | +8.8% | +9.8% |
| 7D | +4.5% | +2.4% | +2.1% | +3.5% |
| 30D | -3.6% | +6.6% | -10.2% | -6.5% |
| 3M | -35.3% | -4.1% | -31.2% | -34.0% |
| 6M | -42.8% | +12.5% | -55.3% | -46.1% |
| YTD | -59.7% | +17.6% | -77.3% | -62.8% |
| 1Y | -55.4% | +36.5% | -91.9% | -61.6% |
| 3Y | +592.0% | +95.4% | +496.6% | +392.6% |
| 5Y | +175.7% | +26.1% | +149.6% | +131.2% |
| All | +316.8% | +35.8% | +281.0% | +264.8% |
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