+207.9%
USB vs AMCR
+109.6%
+98.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.5% | +3.4% | 0.0% |
| 7D | -1.5% | -2.7% | +1.3% | -0.5% |
| 30D | +4.3% | +9.7% | -5.4% | +0.5% |
| 3M | -6.1% | -2.6% | -3.5% | -5.4% |
| 6M | +9.4% | +25.6% | -16.2% | -0.6% |
| YTD | +15.2% | +14.9% | +0.3% | +7.2% |
| 1Y | +32.8% | +20.5% | +12.2% | +21.1% |
| 3Y | +91.3% | +18.6% | +72.7% | +73.8% |
| 5Y | +22.7% | -3.0% | +25.7% | +20.2% |
| 10Y | +97.0% | +24.2% | +72.9% | +69.9% |
| All | +207.9% | +109.6% | +98.3% | +175.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling