+238.9%
USB vs AG
+287.4%
-48.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.2% | -1.9% |
| 7D | -1.5% | -2.9% | +1.4% | -1.3% |
| 30D | +4.3% | -15.1% | +19.4% | +5.1% |
| 3M | -6.1% | -15.4% | +9.3% | -5.5% |
| 6M | +9.4% | -21.9% | +31.3% | +10.1% |
| YTD | +15.2% | -10.4% | +25.6% | +14.5% |
| 1Y | +32.8% | +39.8% | -7.1% | +28.9% |
| 3Y | +91.3% | +209.5% | -118.2% | +75.3% |
| 5Y | +22.7% | +12.5% | +10.2% | +16.3% |
| 10Y | +97.0% | +79.5% | +17.6% | +73.0% |
| All | +238.9% | +287.4% | -48.5% | +113.6% |
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