+365.7%
ALAB vs USAR
+68.8%
+296.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.3% | -7.2% | -7.0% |
| 7D | +3.2% | +2.3% | +0.9% | +2.8% |
| 30D | -13.6% | -8.6% | -4.9% | -12.6% |
| 3M | -16.6% | -20.5% | +3.9% | -14.2% |
| 6M | +142.3% | +1.2% | +141.1% | +142.7% |
| YTD | +73.6% | +48.4% | +25.2% | +69.5% |
| 1Y | +33.7% | +30.6% | +3.0% | +29.8% |
| All | +365.7% | +68.8% | +296.8% | +270.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 10y: compounded portfolio wealth divided by compounded USAR 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…
10y analysis · Full analysis span regression · 6 months rolling