+75.4%
USAR vs AMC
-94.1%
+169.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.5% |
| 7D | +2.3% | -0.8% | +3.1% | +2.3% |
| 30D | -8.6% | -1.2% | -7.5% | -8.6% |
| 3M | -20.5% | +42.2% | -62.7% | -22.4% |
| 6M | +1.2% | +118.8% | -117.6% | -2.3% |
| YTD | +48.4% | +64.1% | -15.7% | +43.8% |
| 1Y | +30.6% | -9.5% | +40.2% | +27.2% |
| 3Y | +73.6% | -64.3% | +138.0% | +68.5% |
| All | +75.4% | -94.1% | +169.5% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded AMC 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling