+469.1%
USB vs AGI
+4,578.6%
-4,109.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.6% | -5.7% | -2.1% |
| 7D | -1.5% | +7.8% | -9.3% | -1.5% |
| 30D | +4.3% | -5.0% | +9.3% | +4.3% |
| 3M | -6.1% | -0.5% | -5.6% | -6.1% |
| 6M | +9.4% | -19.9% | +29.3% | +9.5% |
| YTD | +15.2% | -19.2% | +34.4% | +15.2% |
| 1Y | +32.8% | +0.6% | +32.1% | +32.7% |
| 3Y | +91.3% | +134.4% | -43.1% | +90.1% |
| 5Y | +22.7% | +305.4% | -282.7% | +21.6% |
| 10Y | +97.0% | +328.2% | -231.1% | +95.3% |
| All | +469.1% | +4,578.6% | -4,109.5% | +463.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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