+33.0%
USB vs APO
-8.0%
+41.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.7% | -2.1% | +1.2% |
| 7D | +0.8% | +2.3% | -1.5% | 0.0% |
| 30D | +6.8% | +3.0% | +3.8% | +5.7% |
| 3M | -3.8% | -3.7% | -0.1% | -3.2% |
| 6M | +11.7% | -7.5% | +19.2% | +13.3% |
| YTD | +17.5% | -14.5% | +32.0% | +24.4% |
| All | +33.0% | -8.0% | +41.1% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 1y: compounded portfolio wealth divided by compounded APO 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…
1y analysis · Full analysis span regression · 6 months rolling