-42.8%
APP vs USB
+11.3%
-54.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.9% | +8.8% | +9.9% |
| 7D | +4.5% | +2.4% | +2.1% | +3.7% |
| 30D | -3.6% | +6.6% | -10.2% | -5.8% |
| 3M | -35.3% | -4.1% | -31.2% | -34.6% |
| 6M | -42.8% | +12.5% | -55.3% | -41.6% |
| All | -42.8% | +11.3% | -54.1% | -41.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling