+164.3%
USB vs AR
-27.2%
+191.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | -0.1% |
| 7D | +1.4% | +2.5% | -1.1% | +1.0% |
| 30D | -1.3% | +14.8% | -16.1% | -3.5% |
| 3M | +15.2% | +6.2% | +9.0% | +13.9% |
| 6M | +18.8% | +4.3% | +14.5% | +17.3% |
| YTD | +21.0% | +14.4% | +6.6% | +17.3% |
| 1Y | +34.0% | +21.3% | +12.7% | +28.2% |
| 3Y | +95.3% | +39.8% | +55.5% | +78.7% |
| 5Y | +40.4% | +142.1% | -101.7% | +14.7% |
| 10Y | +107.3% | +52.0% | +55.3% | +42.1% |
| All | +164.3% | -27.2% | +191.5% | +91.4% |
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