+33.0%
USB vs AU
+42.6%
-9.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.9% | -4.3% | +2.1% |
| 7D | +0.8% | +20.8% | -20.0% | -0.5% |
| 30D | +6.8% | +5.5% | +1.2% | +6.2% |
| 3M | -3.8% | +3.9% | -7.7% | -4.4% |
| 6M | +11.7% | -5.4% | +17.2% | +11.6% |
| YTD | +17.5% | +20.7% | -3.2% | +12.7% |
| All | +33.0% | +42.6% | -9.6% | +25.4% |
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