+92.5%
USB vs APTV
-47.7%
+140.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.6% | +3.5% | -0.6% |
| 7D | -1.5% | -8.1% | +6.6% | +0.7% |
| 30D | +4.3% | -8.7% | +12.9% | +6.8% |
| 3M | -6.1% | -13.1% | +7.0% | -2.8% |
| 6M | +9.4% | -25.5% | +34.9% | +15.4% |
| YTD | +15.2% | -46.3% | +61.5% | +34.5% |
| 1Y | +32.8% | -51.1% | +83.9% | +60.2% |
| All | +92.5% | -47.7% | +140.2% | +112.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling