-58.4%
USAR vs APD
+2.7%
-61.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.4% | -10.0% | -9.7% |
| 7D | -9.1% | -0.2% | -8.8% | -8.6% |
| 30D | -36.9% | +11.0% | -48.0% | -39.7% |
| 3M | -58.4% | +1.3% | -59.7% | -54.7% |
| All | -58.4% | +2.7% | -61.1% | -54.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling