+36.2%
USAR vs AMRZ
-19.2%
+55.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.1% | -2.7% |
| 7D | -4.4% | -4.7% | +0.2% | -3.1% |
| 30D | -10.4% | -11.3% | +0.9% | -7.2% |
| 3M | -18.4% | -22.1% | +3.7% | -13.0% |
| 6M | -8.8% | -29.6% | +20.8% | -1.8% |
| YTD | +43.4% | -23.3% | +66.7% | +52.9% |
| 1Y | +21.0% | -23.7% | +44.7% | +29.4% |
| All | +36.2% | -19.2% | +55.4% | +45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling