+60.4%
AMGN vs USAR
+27.9%
+32.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | +1.1% | -2.1% | +3.2% | +1.1% |
| 30D | +7.8% | +2.6% | +5.2% | +7.7% |
| 3M | +27.3% | -35.0% | +62.3% | +28.1% |
| 6M | +16.8% | -6.9% | +23.7% | +16.0% |
| YTD | +36.3% | +48.0% | -11.7% | +32.6% |
| 1Y | +60.4% | +24.8% | +35.6% | +57.2% |
| All | +60.4% | +27.9% | +32.5% | +57.2% |
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 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