+73.6%
USAR vs AME
+55.3%
+18.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +2.3% | +2.8% | -0.5% | +0.9% |
| 30D | -8.6% | -6.3% | -2.4% | -5.6% |
| 3M | -20.5% | +5.4% | -25.9% | -21.8% |
| 6M | +1.2% | +7.4% | -6.2% | -0.5% |
| YTD | +48.4% | +16.2% | +32.2% | +45.2% |
| 1Y | +30.6% | +26.8% | +3.8% | +27.5% |
| 3Y | +73.6% | +57.5% | +16.1% | +71.3% |
| All | +73.6% | +55.3% | +18.4% | +71.3% |
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