+69.4%
USAR vs AG
+230.8%
-161.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.1% | -5.5% | -3.9% |
| 7D | -4.4% | -0.1% | -4.3% | -4.4% |
| 30D | -10.4% | +12.5% | -22.8% | -13.1% |
| 3M | -18.4% | +28.2% | -46.5% | -23.3% |
| 6M | -8.8% | -18.8% | +10.0% | -6.6% |
| YTD | +43.4% | +27.4% | +16.0% | +39.2% |
| 1Y | +21.0% | +132.2% | -111.2% | +13.1% |
| 3Y | +67.7% | +286.9% | -219.1% | +52.3% |
| All | +69.4% | +230.8% | -161.4% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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