+28.0%
USAR vs AMRZ
-20.3%
+48.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.3% | -4.7% | -5.6% |
| 7D | -9.3% | -8.1% | -1.2% | -7.0% |
| 30D | -15.2% | -14.8% | -0.3% | -11.1% |
| 3M | -21.1% | -19.7% | -1.4% | -16.7% |
| 6M | -21.6% | -30.8% | +9.2% | -15.1% |
| YTD | +34.8% | -24.3% | +59.1% | +44.4% |
| 1Y | +15.6% | -24.0% | +39.7% | +24.6% |
| All | +28.0% | -20.3% | +48.3% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AMRZ 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling