-19.7%
USAR vs ALLE
+88.9%
-108.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.9% | +11.8% | +11.1% |
| 7D | -14.5% | -0.6% | -13.9% | -14.4% |
| 30D | -37.8% | +25.3% | -63.2% | -41.3% |
| 3M | -52.8% | +10.3% | -63.0% | -53.9% |
| 6M | -71.2% | +38.0% | -109.3% | -73.6% |
| YTD | -30.9% | +17.8% | -48.7% | -34.0% |
| 1Y | -48.0% | +13.6% | -61.6% | -49.9% |
| 3Y | -19.7% | +89.2% | -108.9% | -27.7% |
| All | -19.7% | +88.9% | -108.6% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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