+24.8%
USAR vs ADVB
+5.8%
+19.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.5% |
| 7D | -2.1% | -3.8% | +1.7% | -2.2% |
| 30D | +2.6% | +17.6% | -14.9% | +3.4% |
| 3M | -35.0% | +119.1% | -154.1% | -34.0% |
| 6M | -6.9% | +103.4% | -110.3% | -5.7% |
| YTD | +48.0% | +59.8% | -11.9% | +52.6% |
| 1Y | +24.8% | +8.5% | +16.3% | +26.1% |
| All | +24.8% | +5.8% | +19.0% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling