-19.9%
USAR vs ALB
-57.4%
+37.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.1% |
| 7D | +8.8% | -3.6% | +12.3% | +9.8% |
| 30D | -28.5% | -2.9% | -25.6% | -27.9% |
| 3M | -56.2% | -25.8% | -30.3% | -53.2% |
| 6M | -68.4% | -53.6% | -14.8% | -63.5% |
| YTD | -32.2% | -32.4% | +0.2% | -24.8% |
| 1Y | -52.3% | -13.0% | -39.3% | -47.9% |
| 3Y | -21.2% | -15.0% | -6.2% | -12.3% |
| All | -19.9% | -57.4% | +37.6% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling