+41.2%
USB vs ALB
-44.4%
+85.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.2% | +0.5% |
| 7D | +1.4% | -8.1% | +9.5% | +2.9% |
| 30D | -1.3% | +6.3% | -7.6% | -2.6% |
| 3M | +15.2% | -23.6% | +38.8% | +20.3% |
| 6M | +18.8% | -24.6% | +43.4% | +23.0% |
| YTD | +21.0% | -10.3% | +31.3% | +19.7% |
| 1Y | +34.0% | +61.5% | -27.4% | +15.4% |
| 3Y | +95.3% | -34.0% | +129.3% | +95.2% |
| All | +41.2% | -44.4% | +85.6% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling