+68.8%
USB vs ALC
+36.0%
+32.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.8% | -4.9% | -1.0% |
| 7D | +2.4% | +10.7% | -8.3% | -2.0% |
| 30D | +6.6% | +20.2% | -13.6% | -1.5% |
| 3M | -4.1% | +8.9% | -13.0% | -7.8% |
| 6M | +12.5% | +5.7% | +6.7% | +8.5% |
| YTD | +17.6% | -1.4% | +19.1% | +16.7% |
| 1Y | +36.5% | +4.7% | +31.8% | +31.6% |
| 3Y | +95.4% | +5.2% | +90.2% | +82.6% |
| 5Y | +26.1% | -8.3% | +34.5% | +23.1% |
| All | +68.8% | +36.0% | +32.8% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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