+96.6%
USB vs AMC
-68.0%
+164.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.3% | -5.4% | +1.6% |
| 7D | +2.4% | +17.7% | -15.3% | +1.8% |
| 30D | +6.6% | +26.2% | -19.6% | +5.6% |
| 3M | -4.1% | +31.3% | -35.4% | -5.2% |
| 6M | +12.5% | +142.8% | -130.3% | +7.0% |
| YTD | +17.6% | +125.6% | -108.0% | +11.9% |
| 1Y | +36.5% | +40.2% | -3.7% | +32.4% |
| All | +96.6% | -68.0% | +164.6% | +128.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 3y: compounded portfolio wealth divided by compounded AMC 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…
3y analysis · Full analysis span regression · 6 months rolling