+89.2%
USB vs ALNY
+297.6%
-208.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.5% |
| 7D | +0.8% | -0.9% | +1.6% | +0.9% |
| 30D | +6.8% | -32.7% | +39.5% | +10.6% |
| 3M | -3.8% | -28.6% | +24.8% | -1.1% |
| 6M | +11.7% | -46.9% | +58.7% | +17.6% |
| YTD | +17.5% | -60.6% | +78.1% | +27.5% |
| 1Y | +33.8% | -64.6% | +98.4% | +46.8% |
| 3Y | +104.2% | -4.8% | +109.0% | +96.5% |
| 5Y | +26.4% | -14.8% | +41.3% | +20.6% |
| 10Y | +89.2% | +260.3% | -171.1% | +52.3% |
| All | +89.2% | +297.6% | -208.4% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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