+54.5%
USAR vs APD
+5.6%
+48.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -3.0% |
| 7D | -11.6% | -3.3% | -8.4% | -11.7% |
| 30D | -15.5% | -4.2% | -11.3% | -15.6% |
| 3M | -31.0% | +5.4% | -36.5% | -30.9% |
| 6M | -26.2% | +6.3% | -32.5% | -25.9% |
| YTD | +30.8% | +20.3% | +10.4% | +32.3% |
| 1Y | +7.1% | +1.6% | +5.5% | +6.4% |
| 3Y | +53.0% | +4.0% | +49.0% | +56.1% |
| All | +54.5% | +5.6% | +48.9% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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