-19.9%
USAR vs AMC
-92.3%
+72.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | 0.0% | -2.2% |
| 7D | +8.8% | +8.4% | +0.3% | +8.3% |
| 30D | -28.5% | +9.2% | -37.6% | -28.8% |
| 3M | -56.2% | +32.0% | -88.2% | -56.8% |
| 6M | -68.4% | +149.3% | -217.7% | -69.9% |
| YTD | -32.2% | +114.1% | -146.3% | -35.2% |
| 1Y | -52.3% | +35.8% | -88.1% | -54.3% |
| 3Y | -21.2% | -58.3% | +37.1% | -24.6% |
| All | -19.9% | -92.3% | +72.4% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling