+256.1%
USB vs AG
+445.6%
-189.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.5% |
| 6M | +18.8% | -26.7% | +45.5% | +19.9% |
| YTD | +21.0% | +26.1% | -5.1% | +18.5% |
| 1Y | +34.0% | +131.7% | -97.6% | +26.7% |
| 3Y | +95.3% | +255.3% | -160.0% | +77.6% |
| 5Y | +40.4% | +61.9% | -21.6% | +30.7% |
| 10Y | +107.3% | +72.0% | +35.3% | +83.3% |
| All | +256.1% | +445.6% | -189.5% | +120.9% |
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