-17.9%
USAR vs AMC
-92.1%
+74.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.2% | +5.5% | +4.4% |
| 7D | +0.8% | -2.8% | +3.6% | +1.0% |
| 30D | -30.1% | +14.0% | -44.1% | -30.6% |
| 3M | -56.3% | +42.5% | -98.8% | -57.1% |
| 6M | -68.6% | +142.6% | -211.1% | -70.1% |
| YTD | -30.5% | +119.2% | -149.8% | -33.8% |
| 1Y | -53.5% | +40.7% | -94.2% | -55.4% |
| 3Y | -19.3% | -57.3% | +38.0% | -22.9% |
| All | -17.9% | -92.1% | +74.2% | -21.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling