+98.3%
USB vs APD
+9.1%
+89.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | +1.4% | -2.2% | +3.7% | +2.1% |
| 30D | -1.3% | +2.1% | -3.4% | -2.0% |
| 3M | +15.2% | +7.2% | +8.1% | +12.5% |
| 6M | +18.8% | +11.2% | +7.6% | +14.1% |
| YTD | +21.0% | +24.4% | -3.4% | +11.3% |
| 1Y | +34.0% | +6.7% | +27.4% | +30.2% |
| All | +98.3% | +9.1% | +89.1% | +88.5% |
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