+59.3%
USAR vs AMCR
+3.5%
+55.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.3% | -5.7% | -5.9% |
| 7D | -9.3% | -5.0% | -4.4% | -8.0% |
| 30D | -15.2% | -8.0% | -7.2% | -13.1% |
| 3M | -21.1% | +14.3% | -35.4% | -24.8% |
| 6M | -21.6% | +5.3% | -26.9% | -24.1% |
| YTD | +34.8% | +7.7% | +27.1% | +30.3% |
| 1Y | +15.6% | +10.8% | +4.8% | +11.2% |
| 3Y | +57.7% | +9.6% | +48.1% | +55.8% |
| All | +59.3% | +3.5% | +55.8% | +57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling