+33.0%
USB vs AUR
+2.9%
+30.2%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.4% | -2.9% | +2.2% |
| 7D | +0.8% | +9.9% | -9.2% | +0.2% |
| 30D | +6.8% | -20.2% | +27.0% | +8.1% |
| 3M | -3.8% | -34.1% | +30.4% | -1.6% |
| 6M | +11.7% | -34.3% | +46.1% | +13.8% |
| YTD | +17.5% | +21.1% | -3.6% | +10.6% |
| All | +33.0% | +2.9% | +30.2% | +27.1% |
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