-42.3%
APP vs USB
+33.6%
-75.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -2.1% | +33.1% | +31.9% |
| 7D | +39.7% | -1.5% | +41.2% | +40.2% |
| 30D | +27.7% | +4.3% | +23.4% | +24.5% |
| 3M | -14.8% | -6.1% | -8.7% | -12.5% |
| 6M | -25.5% | +9.4% | -34.9% | -29.0% |
| YTD | -47.2% | +15.2% | -62.3% | -49.5% |
| 1Y | -42.3% | +32.8% | -75.0% | -48.6% |
| All | -42.3% | +33.6% | -75.9% | -48.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling