-21.4%
USAR vs ALM
+767.6%
-788.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -7.2% | -2.4% | -7.1% |
| 7D | -9.1% | -6.3% | -2.7% | -6.8% |
| 30D | -36.9% | -31.4% | -5.5% | -28.3% |
| 3M | -58.4% | -40.6% | -17.8% | -50.9% |
| 6M | -70.6% | -58.6% | -12.0% | -61.5% |
| YTD | -33.4% | -7.6% | -25.8% | -27.5% |
| 1Y | -54.0% | +13.8% | -67.9% | -52.3% |
| 3Y | -22.7% | +842.1% | -864.8% | -37.4% |
| All | -21.4% | +767.6% | -788.9% | -36.3% |
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