+54.5%
USAR vs AJG
+15.9%
+38.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -3.3% |
| 7D | -11.6% | -8.3% | -3.4% | -13.6% |
| 30D | -15.5% | -5.7% | -9.8% | -16.7% |
| 3M | -31.0% | +9.1% | -40.1% | -30.0% |
| 6M | -26.2% | +15.2% | -41.4% | -24.3% |
| YTD | +30.8% | -6.3% | +37.0% | +34.1% |
| 1Y | +7.1% | -19.1% | +26.2% | +7.0% |
| 3Y | +53.0% | +8.2% | +44.8% | +52.6% |
| All | +54.5% | +15.9% | +38.6% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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