+4,442.0%
USB vs ALB
+2,835.3%
+1,606.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.2% | +1.1% |
| 7D | +1.4% | -8.1% | +9.5% | +3.9% |
| 30D | -1.3% | +6.3% | -7.6% | -3.5% |
| 3M | +15.2% | -23.6% | +38.8% | +23.4% |
| 6M | +18.8% | -24.6% | +43.4% | +25.5% |
| YTD | +21.0% | -10.3% | +31.3% | +19.5% |
| 1Y | +34.0% | +61.5% | -27.4% | +7.8% |
| 3Y | +95.3% | -34.0% | +129.3% | +90.3% |
| 5Y | +40.4% | -44.6% | +85.0% | +35.8% |
| 10Y | +107.3% | +76.1% | +31.2% | +21.0% |
| All | +4,442.0% | +2,835.3% | +1,606.8% | +1,125.7% |
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