-22.7%
USAR vs AMDL
+145.7%
-168.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +11.9% | -14.2% | -4.3% |
| 7D | +8.8% | +103.5% | -94.8% | -3.6% |
| 30D | -28.5% | -18.3% | -10.1% | -28.2% |
| 3M | -56.2% | +20.1% | -76.2% | -58.4% |
| 6M | -68.4% | +15.9% | -84.3% | -70.0% |
| YTD | -32.2% | +303.0% | -335.2% | -41.6% |
| 1Y | -52.3% | +164.0% | -216.3% | -59.1% |
| All | -22.7% | +145.7% | -168.4% | -28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling