+98.3%
USB vs APTV
-53.8%
+152.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.3% | -1.0% |
| 7D | +1.4% | +4.8% | -3.4% | +0.2% |
| 30D | -1.3% | +2.0% | -3.3% | -2.0% |
| 3M | +15.2% | -34.2% | +49.5% | +28.1% |
| 6M | +18.8% | -34.7% | +53.5% | +31.1% |
| YTD | +21.0% | -37.0% | +58.0% | +34.6% |
| 1Y | +34.0% | -40.4% | +74.4% | +51.4% |
| All | +98.3% | -53.8% | +152.1% | +141.3% |
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