+12.5%
USB vs AG
-20.6%
+33.0%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.1% | -7.2% | +1.5% |
| 7D | +2.4% | -2.6% | +5.0% | +2.4% |
| 30D | +6.6% | -12.1% | +18.7% | +6.9% |
| 3M | -4.1% | -6.6% | +2.5% | -4.1% |
| 6M | +12.5% | -20.5% | +32.9% | +12.8% |
| All | +12.5% | -20.6% | +33.0% | +12.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling