+331.1%
AMD vs USAR
+73.0%
+258.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.5% | +5.1% | +4.7% |
| 7D | +2.6% | -2.1% | +4.7% | +2.7% |
| 30D | -0.9% | +2.6% | -3.6% | -1.2% |
| 3M | -8.7% | -35.0% | +26.3% | -6.9% |
| 6M | +136.3% | -6.9% | +143.2% | +137.8% |
| YTD | +123.0% | +48.0% | +75.0% | +124.1% |
| 1Y | +195.2% | +24.8% | +170.4% | +196.9% |
| All | +331.1% | +73.0% | +258.1% | +480.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling