+108.7%
USB vs ALB
+75.7%
+33.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.2% | +0.8% |
| 7D | +1.4% | -8.1% | +9.5% | +3.4% |
| 30D | -1.3% | +6.3% | -7.6% | -3.0% |
| 3M | +15.2% | -23.6% | +38.8% | +21.9% |
| 6M | +18.8% | -24.6% | +43.4% | +24.3% |
| YTD | +21.0% | -10.3% | +31.3% | +19.5% |
| 1Y | +34.0% | +61.5% | -27.4% | +11.2% |
| 3Y | +95.3% | -34.0% | +129.3% | +94.0% |
| 5Y | +40.4% | -44.6% | +85.0% | +38.5% |
| All | +108.7% | +75.7% | +33.0% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling