-19.9%
USAR vs AME
+56.3%
-76.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -2.9% | -2.7% |
| 7D | +8.8% | +8.1% | +0.7% | +4.1% |
| 30D | -28.5% | -3.8% | -24.7% | -26.6% |
| 3M | -56.2% | -6.6% | -49.5% | -54.4% |
| 6M | -68.4% | +4.6% | -73.0% | -68.6% |
| YTD | -32.2% | +17.9% | -50.1% | -33.7% |
| 1Y | -52.3% | +23.2% | -75.5% | -53.5% |
| 3Y | -21.2% | +62.9% | -84.1% | -22.3% |
| All | -19.9% | +56.3% | -76.1% | -21.1% |
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