+73.2%
USAR vs ALC
-13.4%
+86.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.5% |
| 7D | -2.1% | -2.1% | 0.0% | -2.1% |
| 30D | +2.6% | -0.1% | +2.7% | +2.7% |
| 3M | -35.0% | +5.9% | -40.9% | -34.8% |
| 6M | -6.9% | -15.9% | +9.1% | -6.2% |
| YTD | +48.0% | -10.1% | +58.1% | +49.2% |
| 1Y | +24.8% | -10.2% | +35.0% | +26.0% |
| All | +73.2% | -13.4% | +86.5% | +78.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling