+98.3%
USB vs AG
+260.2%
-161.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | -0.2% |
| 7D | +1.4% | +1.0% | +0.4% | +1.4% |
| 30D | -1.3% | +19.2% | -20.5% | -2.2% |
| 3M | +15.2% | +6.2% | +9.1% | +14.6% |
| 6M | +18.8% | -26.7% | +45.5% | +20.0% |
| YTD | +21.0% | +26.1% | -5.1% | +18.3% |
| 1Y | +34.0% | +131.7% | -97.6% | +26.1% |
| All | +98.3% | +260.2% | -161.9% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 3y: compounded portfolio wealth divided by compounded AG 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…
3y analysis · Full analysis span regression · 6 months rolling