+98.3%
USB vs AMC
-79.6%
+177.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -0.4% |
| 7D | +1.4% | +2.3% | -0.9% | +1.3% |
| 30D | -1.3% | -0.7% | -0.6% | -1.3% |
| 3M | +15.2% | +35.2% | -20.0% | +12.7% |
| 6M | +18.8% | +124.6% | -105.7% | +12.7% |
| YTD | +21.0% | +69.9% | -48.9% | +16.2% |
| 1Y | +34.0% | -2.6% | +36.6% | +31.8% |
| All | +98.3% | -79.6% | +177.9% | +111.7% |
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