+234.1%
ABT vs USB
+83.8%
+150.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.0% |
| 7D | -1.3% | +2.6% | -3.9% | -1.9% |
| 30D | +6.0% | +8.4% | -2.4% | +3.9% |
| 3M | -1.9% | -5.5% | +3.7% | -0.5% |
| 6M | +31.2% | +17.7% | +13.5% | +25.6% |
| YTD | -11.2% | +17.6% | -28.8% | -15.2% |
| 1Y | -14.0% | +33.9% | -47.8% | -20.6% |
| 3Y | +20.7% | +103.8% | -83.2% | -2.6% |
| 5Y | -6.7% | +25.6% | -32.3% | -15.1% |
| All | +234.1% | +83.8% | +150.3% | +163.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 10y: compounded portfolio wealth divided by compounded USB 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…
10y analysis · Full analysis span regression · 6 months rolling