+33.6%
USB vs ALNY
-43.1%
+76.7%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.3% |
| 7D | +2.1% | +5.7% | -3.6% | +1.8% |
| 30D | -2.3% | +18.7% | -20.9% | -3.0% |
| 3M | +13.9% | -11.0% | +24.8% | +13.9% |
| 6M | +21.6% | -18.9% | +40.5% | +22.5% |
| YTD | +19.3% | -34.6% | +53.9% | +19.7% |
| 1Y | +33.6% | -42.8% | +76.4% | +33.0% |
| All | +33.6% | -43.1% | +76.7% | +33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling