+59.3%
USAR vs AFL
+76.8%
-17.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.2% | -5.7% | -6.1% |
| 7D | -9.3% | -3.3% | -6.0% | -10.3% |
| 30D | -15.2% | -5.0% | -10.2% | -16.4% |
| 3M | -21.1% | -1.8% | -19.3% | -21.5% |
| 6M | -21.6% | +4.8% | -26.4% | -21.2% |
| YTD | +34.8% | +5.4% | +29.4% | +35.2% |
| 1Y | +15.6% | +9.0% | +6.7% | +16.3% |
| 3Y | +57.7% | +63.0% | -5.3% | +59.9% |
| All | +59.3% | +76.8% | -17.5% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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