+7,133.6%
ABT vs USB
+8,296.0%
-1,162.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.9% | +3.7% | +5.2% |
| 7D | +12.5% | +2.4% | +10.1% | +12.0% |
| 30D | +16.1% | +6.6% | +9.5% | +14.6% |
| 3M | +10.2% | -4.1% | +14.3% | +11.0% |
| 6M | +33.7% | +12.5% | +21.2% | +30.5% |
| YTD | -5.5% | +17.6% | -23.2% | -8.8% |
| 1Y | -5.9% | +36.5% | -42.4% | -11.8% |
| 3Y | +28.4% | +95.4% | -67.0% | +10.6% |
| 5Y | -1.2% | +26.1% | -27.3% | -8.6% |
| 10Y | +256.6% | +101.3% | +155.4% | +191.5% |
| All | +7,133.6% | +8,296.0% | -1,162.5% | +3,054.4% |
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