-17.9%
USAR vs AG
+130.7%
-148.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.1% | +5.5% | +4.7% |
| 7D | +0.8% | -4.0% | +4.8% | +2.2% |
| 30D | -30.1% | -13.1% | -17.0% | -27.2% |
| 3M | -56.3% | -22.0% | -34.3% | -53.4% |
| 6M | -68.6% | -37.3% | -31.3% | -65.0% |
| YTD | -30.5% | -11.2% | -19.4% | -26.0% |
| 1Y | -53.5% | +23.9% | -77.4% | -51.6% |
| 3Y | -19.3% | +225.1% | -244.4% | -19.5% |
| All | -17.9% | +130.7% | -148.6% | -18.2% |
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