+91.7%
USB vs APTV
-28.3%
+120.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +2.9% | +0.7% |
| 7D | 0.0% | -10.2% | +10.2% | +3.7% |
| 30D | +5.8% | -10.8% | +16.6% | +10.0% |
| 3M | -6.0% | -14.8% | +8.9% | -1.1% |
| 6M | +7.8% | -30.6% | +38.3% | +19.3% |
| YTD | +14.6% | -48.2% | +62.8% | +39.9% |
| 1Y | +31.8% | -52.0% | +83.7% | +65.3% |
| 3Y | +91.5% | -47.0% | +138.5% | +123.5% |
| 5Y | +22.0% | -77.5% | +99.5% | +90.2% |
| All | +91.7% | -28.3% | +120.0% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 10y: compounded portfolio wealth divided by compounded APTV 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…
10y analysis · Full analysis span regression · 6 months rolling