+92.5%
USB vs AU
+424.0%
-331.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.1% |
| 7D | -1.5% | +4.1% | -5.6% | -1.7% |
| 30D | +4.3% | -5.3% | +9.6% | +4.5% |
| 3M | -6.1% | +0.6% | -6.7% | -6.4% |
| 6M | +9.4% | -0.8% | +10.2% | +8.9% |
| YTD | +15.2% | +7.6% | +7.6% | +13.7% |
| 1Y | +32.8% | +38.2% | -5.5% | +29.5% |
| All | +92.5% | +424.0% | -331.5% | +58.4% |
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 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