-19.7%
USAR vs AG
+219.8%
-239.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.8% | +9.0% | +10.3% |
| 7D | -14.5% | +6.3% | -20.8% | -16.1% |
| 30D | -37.8% | -8.9% | -28.9% | -36.1% |
| 3M | -52.8% | -12.2% | -40.6% | -51.0% |
| 6M | -71.2% | -28.3% | -42.9% | -68.8% |
| YTD | -30.9% | -8.8% | -22.1% | -26.7% |
| 1Y | -48.0% | +39.4% | -87.4% | -46.7% |
| 3Y | -19.7% | +229.4% | -249.1% | -21.1% |
| All | -19.7% | +219.8% | -239.5% | -21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling