+75.4%
USAR vs AMCR
+3.5%
+71.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.8% |
| 7D | +2.3% | -1.8% | +4.2% | +2.9% |
| 30D | -8.6% | -6.0% | -2.6% | -7.0% |
| 3M | -20.5% | +18.9% | -39.4% | -25.1% |
| 6M | +1.2% | +5.7% | -4.4% | -2.7% |
| YTD | +48.4% | +11.1% | +37.3% | +42.2% |
| 1Y | +30.6% | +12.7% | +17.9% | +24.7% |
| 3Y | +73.6% | +9.6% | +64.1% | +70.8% |
| All | +75.4% | +3.5% | +71.8% | +72.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling