+22.7%
USB vs APD
+15.3%
+7.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -1.0% |
| 7D | -1.5% | -0.7% | -0.7% | -1.2% |
| 30D | +4.3% | +10.1% | -5.8% | +0.7% |
| 3M | -6.1% | +4.9% | -11.0% | -7.8% |
| 6M | +9.4% | +2.5% | +6.9% | +7.9% |
| YTD | +15.2% | +27.8% | -12.6% | +3.5% |
| 1Y | +32.8% | +32.9% | -0.1% | +16.6% |
| 3Y | +91.3% | +13.4% | +77.9% | +77.4% |
| 5Y | +22.7% | +12.8% | +9.8% | +6.7% |
| All | +22.7% | +15.3% | +7.4% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling