+26.1%
USB vs AR
+73.2%
-47.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.3% | +8.2% | +3.0% |
| 7D | +2.4% | -11.1% | +13.5% | +4.5% |
| 30D | +6.6% | +7.9% | -1.3% | +4.9% |
| 3M | -4.1% | +4.9% | -9.0% | -5.3% |
| 6M | +12.5% | -5.3% | +17.8% | +12.8% |
| YTD | +17.6% | +8.6% | +9.0% | +13.8% |
| 1Y | +36.5% | +13.7% | +22.8% | +30.4% |
| 3Y | +95.4% | +22.8% | +72.6% | +76.7% |
| 5Y | +26.1% | +82.0% | -55.8% | +2.7% |
| All | +26.1% | +73.2% | -47.1% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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