+228.4%
ABT vs USB
+87.7%
+140.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | -0.1% |
| 7D | +0.3% | +0.8% | -0.4% | +0.1% |
| 30D | +11.6% | +6.8% | +4.9% | +9.8% |
| 3M | +3.1% | -3.8% | +6.9% | +4.1% |
| 6M | +32.8% | +11.7% | +21.1% | +28.9% |
| YTD | -9.6% | +17.5% | -27.1% | -13.6% |
| 1Y | -10.4% | +33.8% | -44.1% | -17.2% |
| 3Y | +25.8% | +104.2% | -78.4% | +1.5% |
| 5Y | -3.4% | +26.4% | -29.9% | -12.3% |
| All | +228.4% | +87.7% | +140.8% | +163.9% |
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