+74.9%
USAR vs AME
+53.9%
+21.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -1.2% |
| 7D | -2.1% | +0.6% | -2.7% | -2.4% |
| 30D | +2.6% | -6.7% | +9.3% | +6.3% |
| 3M | -35.0% | +4.1% | -39.1% | -35.7% |
| 6M | -6.9% | +1.6% | -8.5% | -7.6% |
| YTD | +48.0% | +16.1% | +31.8% | +44.9% |
| 1Y | +24.8% | +27.3% | -2.5% | +21.9% |
| 3Y | +73.2% | +50.9% | +22.4% | +71.0% |
| All | +74.9% | +53.9% | +21.0% | +72.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling