+307.7%
USB vs APTV
+194.6%
+113.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.3% | -1.3% |
| 7D | +1.4% | +4.8% | -3.4% | -0.3% |
| 30D | -1.3% | +2.0% | -3.3% | -2.3% |
| 3M | +15.2% | -34.2% | +49.5% | +32.0% |
| 6M | +18.8% | -34.7% | +53.5% | +34.5% |
| YTD | +21.0% | -37.0% | +58.0% | +38.2% |
| 1Y | +34.0% | -40.4% | +74.4% | +55.8% |
| 3Y | +95.3% | -54.1% | +149.4% | +141.2% |
| 5Y | +40.4% | -68.0% | +108.4% | +90.9% |
| 10Y | +107.3% | -15.5% | +122.8% | +83.3% |
| All | +307.7% | +194.6% | +113.1% | +126.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling