-17.9%
USAR vs AME
+55.4%
-73.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.8% | +4.0% |
| 7D | +0.8% | +1.1% | -0.3% | +0.4% |
| 30D | -30.1% | -4.1% | -26.0% | -28.1% |
| 3M | -56.3% | -6.3% | -49.9% | -54.5% |
| 6M | -68.6% | +3.5% | -72.1% | -68.6% |
| YTD | -30.5% | +17.3% | -47.8% | -31.9% |
| 1Y | -53.5% | +22.0% | -75.5% | -54.5% |
| 3Y | -19.3% | +62.0% | -81.3% | -20.2% |
| All | -17.9% | +55.4% | -73.3% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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