+156.9%
USB vs AR
-30.9%
+187.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.3% | +8.2% | +2.9% |
| 7D | +2.4% | -11.1% | +13.5% | +4.2% |
| 30D | +6.6% | +7.9% | -1.3% | +5.2% |
| 3M | -4.1% | +4.9% | -9.0% | -5.1% |
| 6M | +12.5% | -5.3% | +17.8% | +12.7% |
| YTD | +17.6% | +8.6% | +9.0% | +14.7% |
| 1Y | +36.5% | +13.7% | +22.8% | +31.8% |
| 3Y | +95.4% | +22.8% | +72.6% | +82.1% |
| 5Y | +26.1% | +82.0% | -55.8% | +7.5% |
| 10Y | +101.3% | +51.8% | +49.4% | +38.1% |
| All | +156.9% | -30.9% | +187.8% | +87.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling