+7,013.9%
ABT vs USB
+8,119.9%
-1,106.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.2% |
| 7D | +8.6% | -1.5% | +10.1% | +9.0% |
| 30D | +16.4% | +4.3% | +12.1% | +15.5% |
| 3M | +8.1% | -6.1% | +14.2% | +9.4% |
| 6M | +32.1% | +9.4% | +22.7% | +29.6% |
| YTD | -7.1% | +15.2% | -22.2% | -9.9% |
| 1Y | -6.5% | +32.8% | -39.3% | -11.9% |
| 3Y | +26.2% | +91.3% | -65.0% | +9.2% |
| 5Y | +0.9% | +22.7% | -21.8% | -6.2% |
| 10Y | +250.7% | +97.0% | +153.7% | +187.9% |
| All | +7,013.9% | +8,119.9% | -1,106.0% | +3,015.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling