+108.7%
USB vs APA
+7.4%
+101.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.4% |
| 7D | +1.4% | +0.5% | +0.9% | +1.3% |
| 30D | -1.3% | +23.4% | -24.7% | -6.1% |
| 3M | +15.2% | +12.7% | +2.5% | +11.4% |
| 6M | +18.8% | +39.4% | -20.6% | +8.1% |
| YTD | +21.0% | +79.0% | -57.9% | +3.4% |
| 1Y | +34.0% | +88.8% | -54.8% | +12.1% |
| 3Y | +95.3% | +6.4% | +89.0% | +80.8% |
| 5Y | +40.4% | +153.0% | -112.6% | +1.5% |
| All | +108.7% | +7.4% | +101.4% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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