+34.0%
USB vs AU
+100.5%
-66.5%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.1% | -0.2% |
| 7D | +1.4% | -3.6% | +5.1% | +1.6% |
| 30D | -1.3% | +23.9% | -25.2% | -2.5% |
| 3M | +15.2% | +19.1% | -3.8% | +13.9% |
| 6M | +18.8% | -0.2% | +19.0% | +18.0% |
| YTD | +21.0% | +32.5% | -11.4% | +18.2% |
| 1Y | +34.0% | +96.9% | -62.9% | +31.4% |
| All | +34.0% | +100.5% | -66.5% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 1y: compounded portfolio wealth divided by compounded AU 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…
1y analysis · Full analysis span regression · 6 months rolling