-19.0%
USAR vs AME
+57.0%
-75.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.9% |
| 7D | -0.8% | +5.9% | -6.7% | -4.0% |
| 30D | -20.9% | -1.9% | -19.0% | -19.7% |
| 3M | -56.2% | -5.4% | -50.8% | -54.7% |
| 6M | -67.9% | +4.9% | -72.8% | -68.2% |
| YTD | -31.4% | +18.5% | -49.9% | -33.1% |
| 1Y | -45.1% | +25.5% | -70.5% | -46.6% |
| 3Y | -20.3% | +63.0% | -83.3% | -21.7% |
| All | -19.0% | +57.0% | -75.9% | -20.4% |
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