+98.3%
USB vs APO
+61.7%
+36.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | 0.0% |
| 7D | +1.4% | -1.0% | +2.5% | +1.8% |
| 30D | -1.3% | +3.5% | -4.8% | -2.8% |
| 3M | +15.2% | +4.5% | +10.7% | +12.6% |
| 6M | +18.8% | +22.8% | -4.0% | +8.7% |
| YTD | +21.0% | -6.5% | +27.5% | +22.6% |
| 1Y | +34.0% | +0.8% | +33.2% | +31.0% |
| All | +98.3% | +61.7% | +36.6% | +67.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling