+367.3%
AMD vs USAR
-18.3%
+385.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.4% | +3.0% | +6.9% |
| 7D | +13.1% | +0.8% | +12.3% | +13.2% |
| 30D | -7.0% | -30.1% | +23.1% | -4.1% |
| 3M | +16.6% | -56.3% | +72.9% | +24.3% |
| 6M | +20.5% | -68.6% | +89.1% | +30.1% |
| YTD | +158.2% | -30.5% | +188.7% | +175.4% |
| 1Y | +132.8% | -53.5% | +186.3% | +148.3% |
| 3Y | +366.2% | -19.3% | +385.5% | +529.8% |
| All | +367.3% | -18.3% | +385.6% | +557.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 10y: compounded portfolio wealth divided by compounded USAR 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…
10y analysis · Full analysis span regression · 6 months rolling