+92.5%
USB vs AMT
+13.5%
+79.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.1% |
| 7D | -1.5% | +4.4% | -5.8% | -1.8% |
| 30D | +4.3% | +17.7% | -13.4% | +2.8% |
| 3M | -6.1% | +16.7% | -22.7% | -7.4% |
| 6M | +9.4% | +11.1% | -1.7% | +8.3% |
| YTD | +15.2% | +13.9% | +1.3% | +13.4% |
| 1Y | +32.8% | +12.5% | +20.2% | +30.9% |
| All | +92.5% | +13.5% | +79.0% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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