-35.6%
USAR vs AMRZ
-19.3%
-16.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.4% | -1.7% |
| 7D | +8.8% | -4.0% | +12.8% | +10.2% |
| 30D | -28.5% | +12.4% | -40.9% | -31.3% |
| 3M | -56.2% | -11.5% | -44.7% | -54.7% |
| 6M | -68.4% | -21.6% | -46.8% | -66.6% |
| YTD | -32.2% | -23.4% | -8.8% | -27.9% |
| 1Y | -52.3% | -17.2% | -35.1% | -48.5% |
| All | -35.6% | -19.3% | -16.3% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling