+539.7%
USB vs AU
+625.6%
-85.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.1% |
| 7D | -1.5% | +4.1% | -5.6% | -1.6% |
| 30D | +4.3% | -5.3% | +9.6% | +4.5% |
| 3M | -6.1% | +0.6% | -6.7% | -6.2% |
| 6M | +9.4% | -0.8% | +10.2% | +9.1% |
| YTD | +15.2% | +7.6% | +7.6% | +14.2% |
| 1Y | +32.8% | +38.2% | -5.5% | +30.3% |
| 3Y | +91.3% | +417.9% | -326.6% | +76.9% |
| 5Y | +22.7% | +441.9% | -419.2% | +12.1% |
| 10Y | +97.0% | +660.3% | -563.2% | +71.7% |
| All | +539.7% | +625.6% | -85.9% | +455.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling