+22.7%
USB vs ALB
-61.8%
+84.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.6% | -5.7% | -2.7% |
| 7D | -1.5% | +5.5% | -6.9% | -2.4% |
| 30D | +4.3% | -7.5% | +11.8% | +5.6% |
| 3M | -6.1% | -16.9% | +10.9% | -3.4% |
| 6M | +9.4% | -49.2% | +58.6% | +22.6% |
| YTD | +15.2% | -29.9% | +45.0% | +18.7% |
| 1Y | +32.8% | +8.2% | +24.6% | +24.2% |
| 3Y | +91.3% | -19.4% | +110.7% | +77.5% |
| 5Y | +22.7% | -61.6% | +84.3% | +31.0% |
| All | +22.7% | -61.8% | +84.5% | +31.0% |
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