+7.1%
USAR vs AMCR
+9.4%
-2.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.3% |
| 7D | -11.6% | -6.3% | -5.4% | -9.0% |
| 30D | -15.5% | -7.8% | -7.7% | -12.3% |
| 3M | -31.0% | +7.5% | -38.6% | -34.5% |
| 6M | -26.2% | +2.7% | -28.9% | -31.1% |
| YTD | +30.8% | +6.0% | +24.7% | +27.3% |
| 1Y | +7.1% | +7.8% | -0.7% | +5.1% |
| All | +7.1% | +9.4% | -2.3% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling