+75.4%
USAR vs ALC
-16.9%
+92.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.2% | +0.3% |
| 7D | +2.3% | -3.7% | +6.0% | +2.3% |
| 30D | -8.6% | -3.7% | -4.9% | -8.6% |
| 3M | -20.5% | +4.6% | -25.0% | -20.3% |
| 6M | +1.2% | -14.6% | +15.8% | +2.0% |
| YTD | +48.4% | -11.9% | +60.3% | +49.6% |
| 1Y | +30.6% | -13.1% | +43.8% | +32.0% |
| 3Y | +73.6% | -15.0% | +88.6% | +79.3% |
| All | +75.4% | -16.9% | +92.3% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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