+96.6%
USB vs APD
+16.8%
+79.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.4% |
| 7D | +2.4% | +3.8% | -1.4% | +1.3% |
| 30D | +6.6% | +14.1% | -7.5% | +2.7% |
| 3M | -4.1% | +8.2% | -12.3% | -6.3% |
| 6M | +12.5% | +7.5% | +4.9% | +9.9% |
| YTD | +17.6% | +31.7% | -14.0% | +7.2% |
| 1Y | +36.5% | +35.1% | +1.4% | +22.7% |
| All | +96.6% | +16.8% | +79.8% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 3y: compounded portfolio wealth divided by compounded APD 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…
3y analysis · Full analysis span regression · 6 months rolling