-18.3%
USAR vs AMC
-92.8%
+74.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.9% | +8.9% | +10.7% |
| 7D | -14.5% | +2.6% | -17.1% | -14.6% |
| 30D | -37.8% | +9.0% | -46.9% | -38.1% |
| 3M | -52.8% | +22.2% | -74.9% | -53.3% |
| 6M | -71.2% | +91.5% | -162.7% | -72.3% |
| YTD | -30.9% | +101.3% | -132.2% | -33.8% |
| 1Y | -48.0% | +20.8% | -68.8% | -50.0% |
| 3Y | -19.7% | -71.3% | +51.6% | -22.9% |
| All | -18.3% | -92.8% | +74.4% | -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 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