+25.2%
ABT vs USB
+102.0%
-76.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +1.0% | +1.4% | -0.5% | +0.7% |
| 30D | +11.6% | +6.4% | +5.2% | +10.4% |
| 3M | +2.3% | -4.5% | +6.8% | +3.0% |
| 6M | +32.7% | +11.4% | +21.4% | +30.3% |
| YTD | -9.6% | +17.1% | -26.7% | -12.1% |
| 1Y | -10.1% | +32.6% | -42.7% | -14.2% |
| 3Y | +25.2% | +101.8% | -76.6% | +13.6% |
| All | +25.2% | +102.0% | -76.8% | +13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling