+8,200.6%
USB vs APD
+6,478.8%
+1,721.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.0% |
| 7D | +2.4% | +3.8% | -1.4% | +0.7% |
| 30D | +6.6% | +14.1% | -7.5% | +0.3% |
| 3M | -4.1% | +8.2% | -12.3% | -7.7% |
| 6M | +12.5% | +7.5% | +4.9% | +7.9% |
| YTD | +17.6% | +31.7% | -14.0% | +2.2% |
| 1Y | +36.5% | +35.1% | +1.4% | +16.4% |
| 3Y | +95.4% | +16.8% | +78.6% | +73.8% |
| 5Y | +26.1% | +19.4% | +6.8% | +9.5% |
| 10Y | +101.3% | +203.5% | -102.2% | +13.1% |
| All | +8,200.6% | +6,478.8% | +1,721.9% | +1,301.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling