+59.3%
USAR vs AA
+45.9%
+13.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.8% | -1.2% | -4.7% |
| 7D | -9.3% | -5.4% | -3.9% | -8.0% |
| 30D | -15.2% | -10.7% | -4.5% | -12.6% |
| 3M | -21.1% | -26.2% | +5.1% | -15.6% |
| 6M | -21.6% | -20.9% | -0.6% | -16.8% |
| YTD | +34.8% | -8.6% | +43.4% | +40.5% |
| 1Y | +15.6% | +57.4% | -41.7% | +15.2% |
| 3Y | +57.7% | +77.8% | -20.1% | +58.4% |
| All | +59.3% | +45.9% | +13.4% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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