+59.3%
USAR vs AJG
+17.3%
+41.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.6% | -6.1% |
| 7D | -9.3% | -8.5% | -0.8% | -11.5% |
| 30D | -15.2% | -3.8% | -11.4% | -15.9% |
| 3M | -21.1% | +10.8% | -31.9% | -19.7% |
| 6M | -21.6% | +15.6% | -37.2% | -19.3% |
| YTD | +34.8% | -5.1% | +39.9% | +38.6% |
| 1Y | +15.6% | -16.0% | +31.7% | +16.7% |
| 3Y | +57.7% | +9.7% | +48.0% | +57.8% |
| All | +59.3% | +17.3% | +41.9% | +59.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling