+92.7%
USB vs ALM
+1,978.4%
-1,885.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.6% | +7.5% | -1.8% |
| 7D | -1.5% | -14.5% | +13.0% | -1.0% |
| 30D | +4.3% | -39.0% | +43.3% | +5.7% |
| 3M | -6.1% | -40.3% | +34.2% | -4.9% |
| 6M | +9.4% | -60.3% | +69.7% | +11.6% |
| YTD | +15.2% | -9.8% | +24.9% | +14.5% |
| 1Y | +32.8% | +30.8% | +2.0% | +30.6% |
| 3Y | +91.3% | +772.4% | -681.1% | +77.5% |
| 5Y | +22.7% | +390.7% | -368.1% | +14.2% |
| All | +92.7% | +1,978.4% | -1,885.7% | +79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling