+41.2%
USB vs ALNY
+34.6%
+6.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | +1.4% | +12.2% | -10.8% | +0.2% |
| 30D | -1.3% | +16.3% | -17.7% | -2.9% |
| 3M | +15.2% | -12.4% | +27.6% | +15.9% |
| 6M | +18.8% | -18.7% | +37.5% | +20.4% |
| YTD | +21.0% | -33.1% | +54.1% | +25.0% |
| 1Y | +34.0% | -41.3% | +75.3% | +40.1% |
| 3Y | +95.3% | +32.3% | +63.0% | +82.3% |
| All | +41.2% | +34.6% | +6.6% | +27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling