-22.7%
USAR vs AME
+63.2%
-85.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | 0.0% | -9.6% | -9.6% |
| 7D | -9.1% | -4.1% | -4.9% | -6.5% |
| 30D | -36.9% | -4.1% | -32.8% | -35.0% |
| 3M | -58.4% | -5.6% | -52.8% | -56.8% |
| 6M | -70.6% | +2.8% | -73.5% | -70.6% |
| YTD | -33.4% | +16.6% | -50.0% | -34.6% |
| 1Y | -54.0% | +21.1% | -75.1% | -54.9% |
| 3Y | -22.7% | +61.1% | -83.7% | -23.2% |
| All | -22.7% | +63.2% | -85.9% | -23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling