-21.2%
USAR vs AMDL
+47.6%
-68.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +22.3% | -11.4% | +7.3% |
| 7D | -14.5% | -26.2% | +11.7% | -11.3% |
| 30D | -37.8% | -57.1% | +19.3% | -30.6% |
| 3M | -52.8% | -29.8% | -22.9% | -51.0% |
| 6M | -71.2% | -22.2% | -49.0% | -70.5% |
| YTD | -30.9% | +142.1% | -173.0% | -35.0% |
| 1Y | -48.0% | +85.8% | -133.8% | -51.1% |
| All | -21.2% | +47.6% | -68.8% | -20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling