+8,026.5%
USB vs APA
+835.7%
+7,190.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.6% |
| 7D | -1.5% | -15.6% | +14.1% | +1.9% |
| 30D | +4.3% | -0.9% | +5.2% | +4.2% |
| 3M | -6.1% | +26.1% | -32.2% | -11.2% |
| 6M | +9.4% | +6.1% | +3.3% | +6.5% |
| YTD | +15.2% | +82.8% | -67.7% | -1.6% |
| 1Y | +32.8% | +106.5% | -73.7% | +10.1% |
| 3Y | +91.3% | +21.9% | +69.4% | +72.2% |
| 5Y | +22.7% | +69.7% | -47.0% | -1.2% |
| 10Y | +97.0% | 0.0% | +97.1% | +43.5% |
| All | +8,026.5% | +835.7% | +7,190.8% | +4,255.3% |
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