-19.0%
USAR vs ALM
+776.1%
-795.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.7% | -6.6% | -1.5% |
| 7D | -0.8% | +1.2% | -2.0% | -1.2% |
| 30D | -20.9% | -19.3% | -1.6% | -14.9% |
| 3M | -56.2% | -40.6% | -15.5% | -48.2% |
| 6M | -67.9% | -57.9% | -10.0% | -58.0% |
| YTD | -31.4% | -6.7% | -24.7% | -25.7% |
| 1Y | -45.1% | +20.2% | -65.2% | -43.8% |
| 3Y | -20.3% | +879.4% | -899.8% | -35.9% |
| All | -19.0% | +776.1% | -795.1% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling