+32.8%
USB vs APA
+103.8%
-71.0%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -2.2% |
| 7D | -1.5% | -15.6% | +14.1% | -2.4% |
| 30D | +4.3% | -0.9% | +5.2% | +4.2% |
| 3M | -6.1% | +26.1% | -32.2% | -4.5% |
| 6M | +9.4% | +6.1% | +3.3% | +10.5% |
| YTD | +15.2% | +82.8% | -67.7% | +13.3% |
| 1Y | +32.8% | +106.5% | -73.7% | +29.5% |
| All | +32.8% | +103.8% | -71.0% | +29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling