+32.6%
USB vs ALM
+12.3%
+20.3%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.2% | +6.9% | 0.0% |
| 7D | +1.4% | -6.3% | +7.8% | +1.7% |
| 30D | +6.4% | -31.4% | +37.9% | +8.0% |
| 3M | -4.5% | -40.6% | +36.1% | -2.9% |
| 6M | +11.4% | -58.6% | +70.0% | +14.5% |
| YTD | +17.1% | -7.6% | +24.7% | +16.7% |
| 1Y | +32.6% | +13.8% | +18.7% | +32.3% |
| All | +32.6% | +12.3% | +20.3% | +32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling