+246.2%
USB vs AG
+300.4%
-54.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.1% | -7.2% | +1.5% |
| 7D | +2.4% | -2.6% | +5.0% | +2.5% |
| 30D | +6.6% | -12.1% | +18.7% | +7.2% |
| 3M | -4.1% | -6.6% | +2.5% | -4.0% |
| 6M | +12.5% | -20.5% | +32.9% | +13.1% |
| YTD | +17.6% | -7.4% | +25.1% | +16.8% |
| 1Y | +36.5% | +33.4% | +3.1% | +32.9% |
| 3Y | +95.4% | +219.9% | -124.5% | +78.7% |
| 5Y | +26.1% | +23.1% | +3.1% | +19.0% |
| 10Y | +101.3% | +85.5% | +15.8% | +76.5% |
| All | +246.2% | +300.4% | -54.2% | +117.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling