+34.0%
USB vs AMCR
+11.5%
+22.5%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | +0.1% |
| 7D | +1.4% | -3.3% | +4.7% | +2.1% |
| 30D | -1.3% | -5.4% | +4.1% | -0.2% |
| 3M | +15.2% | +20.0% | -4.7% | +10.8% |
| 6M | +18.8% | 0.0% | +18.8% | +16.4% |
| YTD | +21.0% | +11.5% | +9.5% | +16.6% |
| 1Y | +34.0% | +11.4% | +22.6% | +29.2% |
| All | +34.0% | +11.5% | +22.5% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling