+301.8%
AMD vs USAR
-19.7%
+321.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +10.8% | +0.2% | +10.0% |
| 7D | -11.0% | -14.5% | +3.5% | -9.7% |
| 30D | -30.5% | -37.8% | +7.4% | -27.7% |
| 3M | -8.2% | -52.8% | +44.5% | -2.7% |
| 6M | +6.6% | -71.2% | +77.8% | +15.4% |
| YTD | +109.7% | -30.9% | +140.6% | +123.8% |
| 1Y | +88.9% | -48.0% | +136.9% | +101.8% |
| 3Y | +301.8% | -19.7% | +321.5% | +459.5% |
| All | +301.8% | -19.7% | +321.5% | +459.5% |
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