+41.2%
USB vs APA
+156.4%
-115.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.7% |
| 3M | +15.2% | +12.7% | +2.5% | +11.7% |
| 6M | +18.8% | +39.4% | -20.6% | +8.3% |
| YTD | +21.0% | +79.0% | -57.9% | +3.3% |
| 1Y | +34.0% | +88.8% | -54.8% | +11.9% |
| 3Y | +95.3% | +6.4% | +89.0% | +81.0% |
| All | +41.2% | +156.4% | -115.2% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling