+92.5%
USB vs ALM
+806.0%
-713.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.6% | +7.5% | -1.7% |
| 7D | -1.5% | -14.5% | +13.0% | -0.9% |
| 30D | +4.3% | -39.0% | +43.3% | +6.3% |
| 3M | -6.1% | -40.3% | +34.2% | -4.5% |
| 6M | +9.4% | -60.3% | +69.7% | +12.6% |
| YTD | +15.2% | -9.8% | +24.9% | +14.1% |
| 1Y | +32.8% | +30.8% | +2.0% | +29.5% |
| All | +92.5% | +806.0% | -713.5% | +76.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling