+41.2%
USB vs AU
+668.7%
-627.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.2% |
| 3M | +15.2% | +19.1% | -3.8% | +14.3% |
| 6M | +18.8% | -0.2% | +19.0% | +18.4% |
| YTD | +21.0% | +32.5% | -11.4% | +19.2% |
| 1Y | +34.0% | +96.9% | -62.9% | +30.4% |
| 3Y | +95.3% | +614.7% | -519.4% | +79.2% |
| All | +41.2% | +668.7% | -627.5% | +22.7% |
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