+65.2%
ALAB vs USB
+35.1%
+30.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.3% | +10.0% | +9.8% |
| 7D | +7.2% | +1.4% | +5.8% | +6.7% |
| 30D | -2.5% | -1.3% | -1.2% | -2.0% |
| 3M | -13.3% | +15.2% | -28.5% | -18.7% |
| 6M | +172.8% | +18.8% | +154.0% | +147.4% |
| YTD | +86.6% | +21.0% | +65.6% | +78.7% |
| 1Y | +65.2% | +34.0% | +31.1% | +64.3% |
| All | +65.2% | +35.1% | +30.0% | +64.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling