+32.4%
USB vs AUR
+6.7%
+25.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.1% |
| 7D | -0.5% | +12.7% | -13.3% | -1.2% |
| 30D | +5.7% | -18.7% | +24.4% | +6.9% |
| 3M | -4.7% | -33.8% | +29.1% | -2.6% |
| 6M | +13.4% | -36.6% | +50.0% | +15.9% |
| YTD | +17.0% | +19.8% | -2.8% | +10.2% |
| 1Y | +32.4% | +8.0% | +24.4% | +26.4% |
| All | +32.4% | +6.7% | +25.6% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling