+223.6%
USB vs AMCR
+106.4%
+117.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +1.4% | -1.9% | +3.3% | +2.2% |
| 30D | -1.3% | -4.1% | +2.8% | +0.2% |
| 3M | +15.2% | +21.7% | -6.4% | +6.4% |
| 6M | +18.8% | +1.5% | +17.3% | +17.0% |
| YTD | +21.0% | +13.1% | +7.9% | +13.5% |
| 1Y | +34.0% | +16.5% | +17.5% | +23.9% |
| 3Y | +95.3% | +10.3% | +85.1% | +82.9% |
| 5Y | +40.4% | -7.7% | +48.0% | +40.1% |
| 10Y | +107.3% | +24.6% | +82.7% | +80.3% |
| All | +223.6% | +106.4% | +117.1% | +191.9% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling