-21.4%
USAR vs AMIX
-100.0%
+78.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +1.1% |
| 7D | -0.8% | -9.9% | +9.1% | -0.7% |
| 30D | -20.9% | -52.8% | +31.8% | -20.2% |
| 3M | -56.2% | -80.0% | +23.9% | -55.3% |
| 6M | -67.9% | -80.2% | +12.3% | -68.4% |
| YTD | -31.4% | -88.1% | +56.7% | -33.3% |
| 1Y | -45.1% | -91.1% | +46.0% | -46.6% |
| All | -21.4% | -100.0% | +78.6% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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