+24.4%
USB vs AU
+389.3%
-364.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | 0.0% |
| 7D | -0.5% | +4.7% | -5.2% | -0.7% |
| 30D | +5.7% | -1.5% | +7.3% | +5.7% |
| 3M | -4.7% | -5.0% | +0.3% | -4.7% |
| 6M | +13.4% | -13.5% | +26.9% | +13.6% |
| YTD | +17.0% | +11.7% | +5.3% | +15.9% |
| 1Y | +32.4% | +21.3% | +11.1% | +30.8% |
| 3Y | +101.7% | +545.0% | -443.3% | +86.6% |
| 5Y | +24.4% | +412.0% | -387.5% | +7.3% |
| All | +24.4% | +389.3% | -364.9% | +7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling