+31.8%
USB vs AUR
-0.2%
+32.0%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.4% | -9.9% | -1.0% |
| 7D | 0.0% | +1.1% | -1.1% | -0.1% |
| 30D | +5.8% | -22.9% | +28.7% | +7.3% |
| 3M | -6.0% | -35.0% | +29.0% | -3.8% |
| 6M | +7.8% | -39.3% | +47.1% | +10.4% |
| YTD | +14.6% | +14.8% | -0.3% | +8.2% |
| 1Y | +31.8% | +4.3% | +27.5% | +25.4% |
| All | +31.8% | -0.2% | +32.0% | +25.4% |
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