+22.0%
USB vs AMCR
-4.7%
+26.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.5% |
| 7D | 0.0% | -5.3% | +5.3% | +2.5% |
| 30D | +5.8% | +8.7% | -2.9% | +1.5% |
| 3M | -6.0% | -3.3% | -2.7% | -4.8% |
| 6M | +7.8% | +15.1% | -7.3% | -0.4% |
| YTD | +14.6% | +12.4% | +2.2% | +5.1% |
| 1Y | +31.8% | +15.8% | +16.0% | +18.7% |
| 3Y | +91.5% | +16.7% | +74.8% | +65.0% |
| All | +22.0% | -4.7% | +26.7% | +19.3% |
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