-23.7%
USAR vs ADVB
-96.8%
+73.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -23.6% | +24.7% | +1.9% |
| 7D | -0.8% | +27.8% | -28.6% | -2.2% |
| 30D | -20.9% | -50.8% | +29.8% | -20.0% |
| 3M | -56.2% | -70.5% | +14.4% | -55.2% |
| 6M | -67.9% | -46.7% | -21.2% | -69.5% |
| YTD | -31.4% | -56.7% | +25.2% | -34.8% |
| 1Y | -45.1% | -71.8% | +26.7% | -45.4% |
| All | -23.7% | -96.8% | +73.1% | +13.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling