-20.3%
USAR vs APD
+29.7%
-50.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -0.8% | +3.8% | -4.6% | -0.7% |
| 30D | -20.9% | +8.2% | -29.1% | -20.7% |
| 3M | -56.2% | +4.3% | -60.4% | -56.1% |
| 6M | -67.9% | +4.7% | -72.6% | -67.8% |
| YTD | -31.4% | +31.5% | -63.0% | -30.2% |
| 1Y | -45.1% | +23.5% | -68.6% | -44.5% |
| 3Y | -20.3% | +29.1% | -49.4% | -18.0% |
| All | -20.3% | +29.7% | -50.0% | -18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling