-10.1%
ABT vs USB
+33.1%
-43.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +1.0% | +1.4% | -0.5% | +0.6% |
| 30D | +11.6% | +6.4% | +5.2% | +10.0% |
| 3M | +2.3% | -4.5% | +6.8% | +3.3% |
| 6M | +32.7% | +11.4% | +21.4% | +29.3% |
| YTD | -9.6% | +17.1% | -26.7% | -13.5% |
| 1Y | -10.1% | +32.6% | -42.7% | -15.6% |
| All | -10.1% | +33.1% | -43.1% | -15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling