+22.0%
ALNY vs USAR
+58.5%
-36.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.0% | +1.9% | -4.1% |
| 7D | -6.4% | -9.3% | +2.9% | -6.4% |
| 30D | +11.9% | -15.2% | +27.1% | +11.9% |
| 3M | -15.0% | -21.1% | +6.1% | -14.7% |
| 6M | -23.2% | -21.6% | -1.7% | -23.1% |
| YTD | -37.8% | +34.8% | -72.5% | -37.6% |
| 1Y | -47.3% | +15.6% | -62.9% | -46.7% |
| 3Y | +22.9% | +57.7% | -34.8% | +9.3% |
| All | +22.0% | +58.5% | -36.5% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling