+27.4%
ABT vs USB
+90.4%
-63.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.3% |
| 7D | +8.6% | -1.5% | +10.1% | +8.9% |
| 30D | +16.4% | +4.3% | +12.1% | +15.6% |
| 3M | +8.1% | -6.1% | +14.2% | +9.2% |
| 6M | +32.1% | +9.4% | +22.7% | +30.0% |
| YTD | -7.1% | +15.2% | -22.2% | -9.4% |
| 1Y | -6.5% | +32.8% | -39.3% | -10.8% |
| All | +27.4% | +90.4% | -63.1% | +13.4% |
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