+498.0%
USB vs AGI
+5,459.2%
-4,961.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.7% | -0.2% |
| 7D | +1.4% | +0.6% | +0.8% | +1.4% |
| 30D | -1.3% | +18.2% | -19.5% | -1.4% |
| 3M | +15.2% | -4.1% | +19.4% | +15.2% |
| 6M | +18.8% | -28.7% | +47.5% | +19.0% |
| YTD | +21.0% | -4.0% | +25.0% | +21.0% |
| 1Y | +34.0% | +17.4% | +16.6% | +33.8% |
| 3Y | +95.3% | +203.0% | -107.7% | +93.9% |
| 5Y | +40.4% | +376.7% | -336.3% | +39.0% |
| 10Y | +107.3% | +407.5% | -300.2% | +105.2% |
| All | +498.0% | +5,459.2% | -4,961.2% | +491.8% |
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