+75.4%
USAR vs AG
+224.1%
-148.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | +2.3% | +4.5% | -2.2% | +1.2% |
| 30D | -8.6% | +12.9% | -21.5% | -11.5% |
| 3M | -20.5% | +20.9% | -41.4% | -24.3% |
| 6M | +1.2% | -19.5% | +20.7% | +4.0% |
| YTD | +48.4% | +24.8% | +23.6% | +44.9% |
| 1Y | +30.6% | +120.2% | -89.6% | +23.0% |
| 3Y | +73.6% | +279.0% | -205.4% | +58.5% |
| All | +75.4% | +224.1% | -148.7% | +60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling