+26.1%
USB vs ALM
+431.5%
-405.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.8% | +1.9% |
| 7D | +2.4% | -6.4% | +8.8% | +2.7% |
| 30D | +6.6% | -35.0% | +41.6% | +8.3% |
| 3M | -4.1% | -33.8% | +29.7% | -2.8% |
| 6M | +12.5% | -55.0% | +67.5% | +15.2% |
| YTD | +17.6% | -0.2% | +17.9% | +16.0% |
| 1Y | +36.5% | +41.8% | -5.3% | +32.5% |
| 3Y | +95.4% | +864.6% | -769.2% | +72.6% |
| 5Y | +26.1% | +443.3% | -417.2% | +12.4% |
| All | +26.1% | +431.5% | -405.4% | +12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling