-19.7%
USAR vs ALM
+825.4%
-845.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +2.1% | +8.7% | +10.0% |
| 7D | -14.5% | -6.7% | -7.8% | -12.1% |
| 30D | -37.8% | -32.9% | -4.9% | -27.6% |
| 3M | -52.8% | -39.5% | -13.3% | -43.6% |
| 6M | -71.2% | -62.0% | -9.3% | -59.9% |
| YTD | -30.9% | -7.8% | -23.1% | -25.0% |
| 1Y | -48.0% | +26.7% | -74.7% | -48.1% |
| 3Y | -19.7% | +825.4% | -845.1% | -41.9% |
| All | -19.7% | +825.4% | -845.1% | -41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling