+91.7%
USB vs ALNY
+350.7%
-259.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | 0.0% | -5.5% | +5.5% | +0.6% |
| 30D | +5.8% | -30.5% | +36.4% | +9.3% |
| 3M | -6.0% | -27.8% | +21.9% | -3.4% |
| 6M | +7.8% | -48.5% | +56.3% | +13.9% |
| YTD | +14.6% | -60.8% | +75.4% | +24.6% |
| 1Y | +31.8% | -64.6% | +96.4% | +44.7% |
| 3Y | +91.5% | -6.7% | +98.2% | +84.6% |
| 5Y | +22.0% | -16.7% | +38.8% | +16.6% |
| All | +91.7% | +350.7% | -259.0% | +46.1% |
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