+91.7%
USB vs APA
0.0%
+91.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -1.1% |
| 7D | 0.0% | -15.5% | +15.5% | +3.5% |
| 30D | +5.8% | +2.4% | +3.5% | +4.9% |
| 3M | -6.0% | +22.8% | -28.8% | -10.8% |
| 6M | +7.8% | +17.9% | -10.2% | +2.4% |
| YTD | +14.6% | +87.7% | -73.1% | -3.7% |
| 1Y | +31.8% | +94.2% | -62.4% | +9.6% |
| 3Y | +91.5% | +27.2% | +64.3% | +69.4% |
| 5Y | +22.0% | +74.1% | -52.1% | -4.0% |
| All | +91.7% | 0.0% | +91.7% | +25.4% |
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