+65.7%
AMGN vs USAR
-49.3%
+115.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -5.9% | +9.6% | +3.8% |
| 7D | +5.9% | -21.8% | +27.7% | +6.2% |
| 30D | +18.7% | -39.9% | +58.7% | +19.5% |
| 3M | +23.4% | -52.5% | +75.9% | +24.6% |
| 6M | +49.7% | -67.9% | +117.7% | +51.6% |
| YTD | +49.2% | -31.1% | +80.3% | +46.2% |
| 1Y | +65.7% | -49.8% | +115.6% | +65.3% |
| All | +65.7% | -49.3% | +115.0% | +65.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling