+241.8%
AMD vs USAR
-26.7%
+268.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -9.5% | -7.8% | -16.4% |
| 7D | -28.6% | -29.5% | +0.9% | -26.3% |
| 30D | -37.7% | -46.0% | +8.3% | -34.5% |
| 3M | -16.1% | -56.8% | +40.7% | -10.3% |
| 6M | +13.8% | -72.9% | +86.8% | +24.3% |
| YTD | +88.8% | -37.6% | +126.5% | +103.3% |
| 1Y | +57.8% | -56.0% | +113.8% | +70.0% |
| 3Y | +260.3% | -27.5% | +287.8% | +391.4% |
| All | +241.8% | -26.7% | +268.5% | +385.2% |
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