+67.7%
USB vs AS
+139.2%
-71.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.1% | -3.2% | +1.1% |
| 7D | +2.4% | +13.8% | -11.4% | +0.2% |
| 30D | +6.6% | +16.7% | -10.1% | +3.8% |
| 3M | -4.1% | -11.5% | +7.4% | -2.4% |
| 6M | +12.5% | -5.5% | +18.0% | +12.9% |
| YTD | +17.6% | -14.2% | +31.8% | +19.6% |
| 1Y | +36.5% | +2.1% | +34.4% | +34.7% |
| All | +67.7% | +139.2% | -71.5% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling