-49.2%
USAR vs AMDL
+127.5%
-176.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +26.8% | -20.3% | -2.1% |
| 7D | -1.1% | +10.3% | -11.3% | -7.4% |
| 30D | -30.3% | -38.3% | +8.0% | -22.4% |
| 3M | -54.7% | -8.7% | -46.0% | -56.1% |
| 6M | -67.5% | -14.4% | -53.1% | -69.2% |
| YTD | -26.4% | +206.9% | -233.3% | -55.7% |
| All | -49.2% | +127.5% | -176.7% | -67.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling