+207.4%
ALAB vs USAR
-21.4%
+228.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +10.8% | -4.6% | +4.5% |
| 7D | -26.3% | -14.5% | -11.8% | -24.1% |
| 30D | -50.1% | -37.8% | -12.3% | -46.1% |
| 3M | -42.5% | -52.8% | +10.3% | -35.5% |
| 6M | -10.8% | -71.2% | +60.4% | +5.8% |
| YTD | +14.6% | -30.9% | +45.5% | +26.1% |
| 1Y | +17.1% | -48.0% | +65.1% | +30.9% |
| All | +207.4% | -21.4% | +228.8% | +175.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling