-4.2%
ABT vs USB
+21.6%
-25.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.1% |
| 7D | +3.5% | 0.0% | +3.5% | +3.5% |
| 30D | +12.0% | +5.8% | +6.2% | +10.7% |
| 3M | +2.5% | -6.0% | +8.4% | +3.7% |
| 6M | +29.1% | +7.8% | +21.3% | +26.9% |
| YTD | -10.1% | +14.6% | -24.7% | -12.9% |
| 1Y | -9.8% | +31.8% | -41.6% | -15.3% |
| 3Y | +23.3% | +91.5% | -68.3% | +4.2% |
| All | -4.2% | +21.6% | -25.8% | -8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling