+288.0%
USB vs APTV
+151.0%
+137.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.6% | +3.5% | -0.1% |
| 7D | -1.5% | -8.1% | +6.6% | +1.4% |
| 30D | +4.3% | -8.7% | +12.9% | +7.5% |
| 3M | -6.1% | -13.1% | +7.0% | -1.9% |
| 6M | +9.4% | -25.5% | +34.9% | +18.1% |
| YTD | +15.2% | -46.3% | +61.5% | +38.8% |
| 1Y | +32.8% | -51.1% | +83.9% | +65.4% |
| 3Y | +91.3% | -47.3% | +138.6% | +123.8% |
| 5Y | +22.7% | -76.7% | +99.3% | +87.1% |
| 10Y | +97.0% | -24.4% | +121.4% | +80.9% |
| All | +288.0% | +151.0% | +137.0% | +127.1% |
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 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