+92.5%
USB vs AME
+58.2%
+34.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.9% | +3.8% | +0.9% |
| 7D | -1.5% | -11.4% | +10.0% | +4.5% |
| 30D | +4.3% | -12.1% | +16.4% | +10.9% |
| 3M | -6.1% | -12.3% | +6.3% | -0.1% |
| 6M | +9.4% | -4.6% | +14.0% | +10.5% |
| YTD | +15.2% | +9.1% | +6.1% | +6.7% |
| 1Y | +32.8% | +13.3% | +19.5% | +20.2% |
| All | +92.5% | +58.2% | +34.3% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 3y: compounded portfolio wealth divided by compounded AME 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…
3y analysis · Full analysis span regression · 6 months rolling