+41.2%
USB vs ACM
+5.0%
+36.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +1.4% | -3.7% | +5.2% | +3.2% |
| 30D | -1.3% | -11.1% | +9.8% | +3.3% |
| 3M | +15.2% | -8.0% | +23.2% | +18.2% |
| 6M | +18.8% | -29.7% | +48.5% | +38.7% |
| YTD | +21.0% | -29.4% | +50.4% | +39.7% |
| 1Y | +34.0% | -46.4% | +80.4% | +78.4% |
| 3Y | +95.3% | -22.3% | +117.7% | +105.1% |
| All | +41.2% | +5.0% | +36.2% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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