+85.1%
AMGN vs USAR
+58.5%
+26.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.0% | +3.7% | -2.2% |
| 7D | -13.9% | -9.3% | -4.6% | -13.8% |
| 30D | -7.1% | -15.2% | +8.0% | -7.0% |
| 3M | +13.9% | -21.1% | +35.0% | +14.1% |
| 6M | +3.2% | -21.6% | +24.8% | +3.1% |
| YTD | +19.2% | +34.8% | -15.5% | +18.3% |
| 1Y | +41.1% | +15.6% | +25.5% | +40.2% |
| 3Y | +61.3% | +57.7% | +3.6% | +50.3% |
| All | +85.1% | +58.5% | +26.6% | +71.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling