+25.7%
USB vs AMCR
-9.1%
+34.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +2.6% | -2.4% | +5.0% | +3.8% |
| 30D | +8.4% | +3.6% | +4.8% | +6.4% |
| 3M | -5.5% | -4.2% | -1.3% | -4.0% |
| 6M | +17.7% | +15.5% | +2.2% | +8.5% |
| YTD | +17.6% | +9.7% | +7.8% | +9.1% |
| 1Y | +33.9% | +8.3% | +25.6% | +25.1% |
| 3Y | +103.8% | +15.4% | +88.5% | +76.1% |
| All | +25.7% | -9.1% | +34.8% | +26.7% |
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