+89.2%
USB vs AMCR
+22.3%
+66.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.2% |
| 7D | +0.8% | -7.9% | +8.7% | +4.9% |
| 30D | +6.8% | +8.2% | -1.4% | +2.4% |
| 3M | -3.8% | -4.3% | +0.5% | -2.0% |
| 6M | +11.7% | +16.6% | -4.8% | +2.2% |
| YTD | +17.5% | +13.1% | +4.4% | +7.3% |
| 1Y | +33.8% | +14.4% | +19.3% | +21.2% |
| 3Y | +104.2% | +18.4% | +85.9% | +77.4% |
| 5Y | +26.4% | -5.8% | +32.2% | +23.8% |
| 10Y | +89.2% | +22.3% | +66.9% | +51.2% |
| All | +89.2% | +22.3% | +66.9% | +51.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling