+105.9%
USB vs ALNY
+258.9%
-153.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.2% |
| 7D | +2.1% | +5.7% | -3.6% | +1.5% |
| 30D | -2.3% | +18.7% | -20.9% | -4.0% |
| 3M | +13.9% | -11.0% | +24.8% | +14.3% |
| 6M | +21.6% | -18.9% | +40.5% | +23.1% |
| YTD | +19.3% | -34.6% | +53.9% | +23.3% |
| 1Y | +33.6% | -42.8% | +76.4% | +39.6% |
| 3Y | +97.7% | +29.1% | +68.6% | +86.7% |
| 5Y | +40.4% | +39.6% | +0.8% | +29.0% |
| 10Y | +105.9% | +253.8% | -147.9% | +66.1% |
| All | +105.9% | +258.9% | -153.0% | +66.1% |
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