+41.2%
USB vs AMCR
-8.5%
+49.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +1.4% | -1.9% | +3.3% | +2.3% |
| 30D | -1.3% | -4.1% | +2.8% | +0.5% |
| 3M | +15.2% | +21.7% | -6.4% | +4.1% |
| 6M | +18.8% | +1.5% | +17.3% | +16.8% |
| YTD | +21.0% | +13.1% | +7.9% | +11.0% |
| 1Y | +34.0% | +13.0% | +21.0% | +22.5% |
| 3Y | +95.3% | +6.9% | +88.4% | +78.8% |
| All | +41.2% | -8.5% | +49.7% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling