+8,438.8%
USB vs APA
+815.8%
+7,623.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.9% |
| 3M | +15.2% | +12.7% | +2.5% | +11.5% |
| 6M | +18.8% | +39.4% | -20.6% | +8.7% |
| YTD | +21.0% | +79.0% | -57.9% | +4.3% |
| 1Y | +34.0% | +88.8% | -54.8% | +13.3% |
| 3Y | +95.3% | +6.4% | +89.0% | +81.7% |
| 5Y | +40.4% | +153.0% | -112.6% | +3.7% |
| 10Y | +107.3% | +7.5% | +99.8% | +49.0% |
| All | +8,438.8% | +815.8% | +7,623.0% | +4,517.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling