-19.0%
USAR vs AG
+113.2%
-132.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.8% |
| 7D | -0.8% | -10.0% | +9.2% | +2.2% |
| 30D | -20.9% | -10.5% | -10.4% | -18.3% |
| 3M | -56.2% | -27.3% | -28.9% | -52.4% |
| 6M | -67.9% | -43.0% | -24.9% | -63.4% |
| YTD | -31.4% | -17.9% | -13.5% | -25.4% |
| 1Y | -45.1% | +11.9% | -57.0% | -41.6% |
| 3Y | -20.3% | +201.8% | -222.1% | -18.9% |
| All | -19.0% | +113.2% | -132.2% | -17.5% |
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