+65.8%
AMGN vs USAR
+73.6%
-7.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +0.3% | -10.4% | -10.1% |
| 7D | -10.3% | +2.3% | -12.6% | -10.3% |
| 30D | -3.8% | -8.6% | +4.9% | -3.7% |
| 3M | +14.4% | -20.5% | +34.9% | +14.5% |
| 6M | +7.8% | +1.2% | +6.6% | +7.5% |
| YTD | +22.6% | +48.4% | -25.8% | +21.5% |
| 1Y | +44.2% | +30.6% | +13.6% | +43.1% |
| 3Y | +65.8% | +73.6% | -7.8% | +51.8% |
| All | +65.8% | +73.6% | -7.8% | +51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling