-18.3%
USAR vs AMBA
-28.5%
+10.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +6.1% | +4.7% | +9.2% |
| 7D | -14.5% | -7.2% | -7.3% | -12.6% |
| 30D | -37.8% | -10.4% | -27.5% | -35.8% |
| 3M | -52.8% | -30.1% | -22.6% | -48.2% |
| 6M | -71.2% | -22.4% | -48.8% | -69.6% |
| YTD | -30.9% | -17.3% | -13.5% | -28.3% |
| 1Y | -48.0% | -35.4% | -12.6% | -44.9% |
| 3Y | -19.7% | +18.6% | -38.3% | -17.8% |
| All | -18.3% | -28.5% | +10.1% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling