+69.4%
USAR vs ALC
-17.8%
+87.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -3.4% |
| 7D | -4.4% | -5.3% | +0.8% | -4.5% |
| 30D | -10.4% | -7.1% | -3.3% | -10.5% |
| 3M | -18.4% | +0.8% | -19.2% | -18.1% |
| 6M | -8.8% | -16.0% | +7.2% | -8.1% |
| YTD | +43.4% | -12.7% | +56.1% | +44.5% |
| 1Y | +21.0% | -12.8% | +33.8% | +22.1% |
| 3Y | +67.7% | -15.8% | +83.6% | +73.2% |
| All | +69.4% | -17.8% | +87.2% | +75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling