+351.4%
AMD vs USAR
-19.4%
+370.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.1% | -9.9% | -8.9% |
| 7D | +18.9% | -0.8% | +19.7% | +19.0% |
| 30D | -6.4% | -20.9% | +14.5% | -4.5% |
| 3M | +10.6% | -56.2% | +66.7% | +17.9% |
| 6M | +19.9% | -67.9% | +87.8% | +29.4% |
| YTD | +149.4% | -31.4% | +180.8% | +166.3% |
| 1Y | +115.4% | -45.1% | +160.4% | +130.2% |
| 3Y | +357.3% | -20.3% | +377.6% | +518.3% |
| All | +351.4% | -19.4% | +370.7% | +535.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling