+189.3%
ALAB vs USB
+60.1%
+129.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -2.1% | -17.5% | -18.4% |
| 7D | -38.2% | -1.5% | -36.7% | -37.6% |
| 30D | -54.0% | +4.3% | -58.3% | -55.1% |
| 3M | -43.6% | -6.1% | -37.6% | -41.7% |
| 6M | -16.8% | +9.4% | -26.2% | -22.5% |
| YTD | +7.9% | +15.2% | -7.3% | -2.5% |
| 1Y | -1.4% | +32.8% | -34.1% | -18.8% |
| All | +189.3% | +60.1% | +129.2% | +116.0% |
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