+31.8%
USB vs APTV
-52.5%
+84.3%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +2.9% | 0.0% |
| 7D | 0.0% | -10.2% | +10.2% | +1.5% |
| 30D | +5.8% | -10.8% | +16.6% | +7.6% |
| 3M | -6.0% | -14.8% | +8.9% | -4.0% |
| 6M | +7.8% | -30.6% | +38.3% | +10.6% |
| YTD | +14.6% | -48.2% | +62.8% | +25.3% |
| 1Y | +31.8% | -52.0% | +83.7% | +47.1% |
| All | +31.8% | -52.5% | +84.3% | +47.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling