+230.2%
ABT vs USB
+82.2%
+148.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | -5.6% | +1.2% | -6.8% | -5.9% |
| 30D | +5.2% | +6.3% | -1.1% | +3.5% |
| 3M | -2.7% | -6.1% | +3.4% | -1.2% |
| 6M | +28.8% | +13.0% | +15.8% | +24.7% |
| YTD | -12.3% | +16.6% | -28.8% | -16.0% |
| 1Y | -14.7% | +31.1% | -45.8% | -20.8% |
| 3Y | +21.6% | +100.9% | -79.3% | -1.5% |
| 5Y | -7.8% | +24.5% | -32.3% | -15.9% |
| All | +230.2% | +82.2% | +148.0% | +161.2% |
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