+4,315.3%
USB vs ALB
+2,114.9%
+2,200.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.3% | -3.4% | +0.3% |
| 7D | +2.4% | -2.1% | +4.5% | +3.0% |
| 30D | +6.6% | -9.0% | +15.6% | +9.3% |
| 3M | -4.1% | -21.1% | +17.0% | +2.0% |
| 6M | +12.5% | -49.9% | +62.4% | +35.5% |
| YTD | +17.6% | -32.3% | +49.9% | +25.6% |
| 1Y | +36.5% | +8.6% | +27.9% | +25.0% |
| 3Y | +95.4% | -22.2% | +117.6% | +78.3% |
| 5Y | +26.1% | -63.0% | +89.1% | +38.3% |
| 10Y | +101.3% | +29.9% | +71.3% | +28.4% |
| All | +4,315.3% | +2,114.9% | +2,200.4% | +1,189.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling