+67.7%
USAR vs AMCR
+8.5%
+59.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.7% | -0.7% | -2.6% |
| 7D | -4.4% | -6.3% | +1.9% | -2.5% |
| 30D | -10.4% | -7.1% | -3.3% | -8.4% |
| 3M | -18.4% | +12.7% | -31.0% | -21.9% |
| 6M | -8.8% | +5.2% | -14.0% | -11.9% |
| YTD | +43.4% | +8.1% | +35.3% | +38.4% |
| 1Y | +21.0% | +11.7% | +9.3% | +16.0% |
| All | +67.7% | +8.5% | +59.2% | +65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling