-13.0%
USAR vs AMC
-92.2%
+79.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +8.3% | -1.8% | +6.0% |
| 7D | -1.1% | +6.6% | -7.7% | -1.4% |
| 30D | -30.3% | +14.1% | -44.3% | -30.7% |
| 3M | -54.7% | +31.3% | -86.0% | -55.4% |
| 6M | -67.5% | +126.7% | -194.2% | -69.0% |
| YTD | -26.4% | +117.9% | -144.3% | -29.8% |
| 1Y | -49.5% | +41.1% | -90.6% | -51.6% |
| 3Y | -14.5% | -61.0% | +46.5% | -18.3% |
| All | -13.0% | -92.2% | +79.2% | -16.9% |
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