+104.2%
USB vs AU
+532.9%
-428.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.9% | -4.3% | +2.2% |
| 7D | +0.8% | +20.8% | -20.0% | -0.2% |
| 30D | +6.8% | +5.5% | +1.2% | +6.4% |
| 3M | -3.8% | +3.9% | -7.7% | -4.2% |
| 6M | +11.7% | -5.4% | +17.2% | +11.5% |
| YTD | +17.5% | +20.7% | -3.2% | +15.4% |
| 1Y | +33.8% | +49.8% | -16.0% | +30.1% |
| 3Y | +104.2% | +565.6% | -461.4% | +65.5% |
| All | +104.2% | +532.9% | -428.7% | +65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling