-13.0%
USAR vs ALB
-55.5%
+42.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.1% | +6.6% | +6.5% |
| 7D | -1.1% | +9.5% | -10.5% | -3.2% |
| 30D | -30.3% | -2.1% | -28.1% | -29.9% |
| 3M | -54.7% | -24.1% | -30.5% | -51.9% |
| 6M | -67.5% | -51.0% | -16.5% | -62.9% |
| YTD | -26.4% | -29.3% | +2.9% | -19.3% |
| 1Y | -49.5% | +3.2% | -52.7% | -46.0% |
| 3Y | -14.5% | -9.3% | -5.1% | -5.9% |
| All | -13.0% | -55.5% | +42.5% | -4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling