+25.3%
USB vs APTV
-75.9%
+101.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.6% | -2.7% | +0.5% |
| 7D | +2.4% | -1.9% | +4.3% | +2.9% |
| 30D | +6.6% | -1.4% | +8.0% | +6.9% |
| 3M | -4.1% | -9.3% | +5.3% | -1.6% |
| 6M | +12.5% | -27.3% | +39.8% | +21.0% |
| YTD | +17.6% | -43.1% | +60.8% | +36.6% |
| 1Y | +36.5% | -46.5% | +83.0% | +61.6% |
| 3Y | +95.4% | -44.2% | +139.6% | +120.7% |
| All | +25.3% | -75.9% | +101.2% | +84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling