-19.0%
USAR vs APTV
-64.8%
+45.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -0.8% | -1.7% | +1.0% | -0.4% |
| 30D | -20.9% | -11.6% | -9.3% | -19.0% |
| 3M | -56.2% | -21.2% | -35.0% | -54.1% |
| 6M | -67.9% | -28.5% | -39.4% | -65.7% |
| YTD | -31.4% | -49.1% | +17.6% | -24.6% |
| 1Y | -45.1% | -52.2% | +7.1% | -39.2% |
| 3Y | -20.3% | -48.6% | +28.3% | -13.7% |
| All | -19.0% | -64.8% | +45.8% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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