+30.6%
USAR vs ALC
-12.7%
+43.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.2% | 0.0% |
| 7D | +2.3% | -3.7% | +6.0% | +1.7% |
| 30D | -8.6% | -3.7% | -4.9% | -9.1% |
| 3M | -20.5% | +4.6% | -25.0% | -19.1% |
| 6M | +1.2% | -14.6% | +15.8% | -0.5% |
| YTD | +48.4% | -11.9% | +60.3% | +48.7% |
| 1Y | +30.6% | -13.1% | +43.8% | +39.5% |
| All | +30.6% | -12.7% | +43.3% | +39.5% |
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