+98.3%
USB vs AME
+50.7%
+47.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -1.1% |
| 7D | +1.4% | +0.6% | +0.8% | +1.1% |
| 30D | -1.3% | -6.7% | +5.4% | +2.4% |
| 3M | +15.2% | +4.1% | +11.2% | +12.0% |
| 6M | +18.8% | +1.6% | +17.3% | +16.8% |
| YTD | +21.0% | +16.1% | +4.9% | +9.4% |
| 1Y | +34.0% | +27.3% | +6.7% | +14.1% |
| All | +98.3% | +50.7% | +47.5% | +37.9% |
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