+29.8%
USB vs AUR
-36.6%
+66.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | +1.4% | +8.7% | -7.3% | +0.7% |
| 30D | -1.3% | -5.2% | +3.9% | -1.0% |
| 3M | +15.2% | -7.3% | +22.6% | +15.5% |
| 6M | +18.8% | +41.2% | -22.4% | +14.2% |
| YTD | +21.0% | +65.1% | -44.1% | +14.4% |
| 1Y | +34.0% | +13.4% | +20.6% | +30.3% |
| 3Y | +95.3% | +98.1% | -2.8% | +71.0% |
| 5Y | +40.4% | -36.0% | +76.4% | +15.5% |
| All | +29.8% | -36.6% | +66.4% | +6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling