+228.6%
USB vs ACM
+240.6%
-12.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.0% | +0.5% |
| 7D | +2.4% | +9.5% | -7.1% | -1.9% |
| 30D | +6.6% | +14.7% | -8.2% | -0.1% |
| 3M | -4.1% | -9.5% | +5.4% | -0.7% |
| 6M | +12.5% | -18.0% | +30.5% | +20.8% |
| YTD | +17.6% | -27.3% | +44.9% | +32.6% |
| 1Y | +36.5% | -47.0% | +83.5% | +77.8% |
| 3Y | +95.4% | -10.6% | +106.0% | +96.4% |
| 5Y | +26.1% | +5.3% | +20.8% | +16.4% |
| 10Y | +101.3% | +167.0% | -65.7% | +15.9% |
| All | +228.6% | +240.6% | -12.0% | +62.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling