-19.9%
USAR vs ALLE
+61.8%
-81.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.8% | -2.2% |
| 7D | +8.8% | +1.6% | +7.2% | +8.4% |
| 30D | -28.5% | +24.1% | -52.5% | -31.8% |
| 3M | -56.2% | +14.8% | -71.0% | -57.5% |
| 6M | -68.4% | +45.9% | -114.3% | -71.1% |
| YTD | -32.2% | +20.7% | -52.9% | -35.3% |
| 1Y | -52.3% | +14.2% | -66.5% | -53.9% |
| 3Y | -21.2% | +90.7% | -111.9% | -28.3% |
| All | -19.9% | +61.8% | -81.6% | -27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling