+6,642.4%
ABT vs USB
+8,537.0%
-1,894.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.4% |
| 7D | -3.7% | +1.4% | -5.1% | -4.0% |
| 30D | +2.5% | -1.3% | +3.8% | +2.7% |
| 3M | +20.2% | +15.2% | +4.9% | +16.8% |
| 6M | -2.9% | +18.8% | -21.8% | -6.3% |
| YTD | -11.9% | +21.0% | -32.9% | -15.4% |
| 1Y | -16.5% | +34.0% | -50.6% | -21.5% |
| 3Y | +12.1% | +95.3% | -83.2% | -3.7% |
| 5Y | -7.4% | +40.4% | -47.8% | -16.2% |
| 10Y | +210.7% | +107.3% | +103.4% | +152.6% |
| All | +6,642.4% | +8,537.0% | -1,894.6% | +2,825.1% |
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 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