-49.2%
USAR vs ALC
+2.0%
-51.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.3% | +6.2% | +6.5% |
| 7D | -1.1% | +2.1% | -3.1% | -0.7% |
| 30D | -30.3% | +17.2% | -47.5% | -29.8% |
| 3M | -54.7% | +4.6% | -59.3% | -54.5% |
| 6M | -67.5% | +20.1% | -87.6% | -67.2% |
| YTD | -26.4% | -4.2% | -22.2% | -24.4% |
| All | -49.2% | +2.0% | -51.2% | -47.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling