+259.9%
ALAB vs USB
+63.6%
+196.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.9% | -6.3% | -5.5% |
| 7D | -24.9% | +2.4% | -27.3% | -25.9% |
| 30D | -38.4% | +6.6% | -44.9% | -40.8% |
| 3M | -38.3% | -4.1% | -34.2% | -37.0% |
| 6M | +10.9% | +12.5% | -1.5% | +1.4% |
| YTD | +34.2% | +17.6% | +16.6% | +19.5% |
| 1Y | +24.5% | +36.5% | -12.0% | +0.6% |
| All | +259.9% | +63.6% | +196.4% | +164.8% |
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