-14.0%
ABT vs USB
+32.7%
-46.7%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +4.1% |
| 3M | -1.9% | -5.5% | +3.7% | -0.7% |
| 6M | +31.2% | +17.7% | +13.5% | +26.4% |
| YTD | -11.2% | +17.6% | -28.8% | -15.3% |
| 1Y | -14.0% | +33.9% | -47.8% | -20.0% |
| All | -14.0% | +32.7% | -46.7% | -20.0% |
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