+82.1%
BAC vs USAR
-18.7%
+100.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.8% | -11.5% | -0.9% |
| 7D | -1.2% | -14.5% | +13.3% | -0.9% |
| 30D | -7.7% | -37.8% | +30.2% | -6.9% |
| 3M | -21.2% | -52.8% | +31.6% | -20.2% |
| 6M | -6.8% | -71.2% | +64.4% | -5.1% |
| YTD | -8.7% | -30.9% | +22.2% | -8.6% |
| 1Y | -5.3% | -48.0% | +42.7% | -5.0% |
| 3Y | +87.4% | -19.7% | +107.1% | +81.7% |
| All | +82.1% | -18.7% | +100.9% | +66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling