+41.2%
USB vs ALM
+951.0%
-909.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.3% | -0.2% |
| 7D | +1.4% | -2.6% | +4.0% | +1.5% |
| 30D | -1.3% | +32.0% | -33.3% | -2.5% |
| 3M | +15.2% | -15.0% | +30.3% | +15.4% |
| 6M | +18.8% | -10.1% | +29.0% | +18.3% |
| YTD | +21.0% | +99.4% | -78.4% | +16.3% |
| 1Y | +34.0% | +316.4% | -282.3% | +24.7% |
| 3Y | +95.3% | +2,022.0% | -1,926.7% | +66.2% |
| All | +41.2% | +951.0% | -909.8% | +23.2% |
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