+81.3%
USB vs APTV
-27.4%
+108.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.0% | +0.9% |
| 7D | +2.6% | -1.7% | +4.3% | +3.2% |
| 30D | +8.4% | -11.6% | +20.0% | +13.1% |
| 3M | -5.5% | -21.2% | +15.7% | +2.3% |
| 6M | +17.7% | -28.5% | +46.2% | +29.0% |
| YTD | +17.6% | -49.1% | +66.6% | +44.6% |
| 1Y | +33.9% | -52.2% | +86.1% | +68.5% |
| 3Y | +103.8% | -48.6% | +152.5% | +140.9% |
| 5Y | +25.6% | -77.3% | +102.9% | +95.6% |
| All | +81.3% | -27.4% | +108.7% | +81.8% |
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