-19.7%
USAR vs ALC
+2.3%
-22.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.1% | +13.0% | +10.8% |
| 7D | -14.5% | +4.9% | -19.4% | -14.4% |
| 30D | -37.8% | +19.0% | -56.8% | -37.8% |
| 3M | -52.8% | +7.8% | -60.5% | -52.7% |
| 6M | -71.2% | +14.6% | -85.8% | -71.1% |
| YTD | -30.9% | -4.4% | -26.4% | -30.2% |
| 1Y | -48.0% | +1.4% | -49.4% | -47.6% |
| 3Y | -19.7% | +2.5% | -22.2% | -16.8% |
| All | -19.7% | +2.3% | -22.0% | -16.8% |
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