+26.1%
USB vs AMT
-18.7%
+44.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.0% | -2.1% | +0.9% |
| 7D | +2.4% | +6.0% | -3.6% | +0.9% |
| 30D | +6.6% | +20.1% | -13.5% | +1.7% |
| 3M | -4.1% | +12.4% | -16.5% | -7.1% |
| 6M | +12.5% | +9.9% | +2.5% | +9.3% |
| YTD | +17.6% | +14.4% | +3.2% | +12.4% |
| 1Y | +36.5% | +12.4% | +24.1% | +31.0% |
| 3Y | +95.4% | +13.7% | +81.7% | +78.5% |
| 5Y | +26.1% | -17.8% | +44.0% | +23.2% |
| All | +26.1% | -18.7% | +44.8% | +23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling