-20.3%
USAR vs AMP
+61.6%
-81.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | 0.0% | +0.8% |
| 7D | -0.8% | +3.9% | -4.7% | -1.7% |
| 30D | -20.9% | +5.1% | -26.0% | -21.8% |
| 3M | -56.2% | -8.7% | -47.5% | -55.2% |
| 6M | -67.9% | +11.4% | -79.3% | -68.8% |
| YTD | -31.4% | +7.3% | -38.8% | -32.9% |
| 1Y | -45.1% | +14.6% | -59.6% | -46.5% |
| 3Y | -20.3% | +61.2% | -81.5% | -21.7% |
| All | -20.3% | +61.6% | -81.9% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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