+72.5%
USB vs AS
+120.4%
-47.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -3.8% | -0.8% |
| 7D | +1.4% | -4.9% | +6.3% | +2.2% |
| 30D | -1.3% | -19.6% | +18.3% | +2.2% |
| 3M | +15.2% | -14.4% | +29.6% | +17.8% |
| 6M | +18.8% | -20.1% | +39.0% | +22.5% |
| YTD | +21.0% | -20.9% | +41.9% | +24.9% |
| 1Y | +34.0% | -21.9% | +55.9% | +38.2% |
| All | +72.5% | +120.4% | -47.9% | +55.5% |
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