+23.5%
USB vs AUR
-59.7%
+83.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -2.0% |
| 7D | -1.5% | -8.5% | +7.0% | -0.8% |
| 30D | +4.3% | -29.9% | +34.2% | +7.1% |
| 3M | -6.1% | -39.8% | +33.7% | -2.6% |
| 6M | +9.4% | -38.3% | +47.7% | +12.6% |
| YTD | +15.2% | +4.9% | +10.2% | +12.6% |
| 1Y | +32.8% | -9.6% | +42.4% | +31.2% |
| 3Y | +91.3% | +100.5% | -9.2% | +68.6% |
| 5Y | +22.7% | -59.7% | +82.3% | +4.3% |
| All | +23.5% | -59.7% | +83.2% | +4.6% |
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