+74.9%
USAR vs AG
+227.6%
-152.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | 0.0% |
| 7D | -2.1% | +1.0% | -3.1% | -2.4% |
| 30D | +2.6% | +19.2% | -16.6% | -1.8% |
| 3M | -35.0% | +6.2% | -41.2% | -36.2% |
| 6M | -6.9% | -26.7% | +19.8% | -3.0% |
| YTD | +48.0% | +26.1% | +21.9% | +44.1% |
| 1Y | +24.8% | +131.7% | -106.9% | +16.9% |
| 3Y | +73.2% | +255.3% | -182.1% | +57.7% |
| All | +74.9% | +227.6% | -152.7% | +59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling