-19.9%
USAR vs AMBA
-25.4%
+5.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -1.7% |
| 7D | +8.8% | +10.7% | -1.9% | +6.1% |
| 30D | -28.5% | -5.0% | -23.4% | -27.2% |
| 3M | -56.2% | -26.9% | -29.3% | -52.5% |
| 6M | -68.4% | -21.9% | -46.5% | -66.7% |
| YTD | -32.2% | -13.8% | -18.4% | -30.3% |
| 1Y | -52.3% | -36.1% | -16.2% | -49.8% |
| 3Y | -21.2% | +21.6% | -42.8% | -20.1% |
| All | -19.9% | -25.4% | +5.5% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling