+69.2%
USAR vs AMDL
+117.8%
-48.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +11.7% | -11.4% | -1.3% |
| 7D | +2.3% | +19.9% | -17.6% | -0.3% |
| 30D | -8.6% | +6.3% | -14.9% | -9.6% |
| 3M | -20.5% | -9.9% | -10.6% | -20.5% |
| 6M | +1.2% | +394.3% | -393.1% | -10.1% |
| YTD | +48.4% | +257.3% | -208.9% | +33.5% |
| 1Y | +30.6% | +508.5% | -477.9% | +18.8% |
| All | +69.2% | +117.8% | -48.6% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 10y: compounded portfolio wealth divided by compounded AMDL 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…
10y analysis · Full analysis span regression · 6 months rolling