+75.4%
USAR vs AMP
+72.0%
+3.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +2.3% | +2.6% | -0.3% | +1.7% |
| 30D | -8.6% | +0.8% | -9.5% | -8.8% |
| 3M | -20.5% | +24.3% | -44.7% | -24.6% |
| 6M | +1.2% | +20.6% | -19.4% | -3.3% |
| YTD | +48.4% | +14.6% | +33.8% | +43.4% |
| 1Y | +30.6% | +14.5% | +16.1% | +25.8% |
| 3Y | +73.6% | +67.9% | +5.7% | +69.3% |
| All | +75.4% | +72.0% | +3.4% | +71.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling