+73.6%
USAR vs ALM
+2,327.9%
-2,254.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.8% | -8.5% | -2.6% |
| 7D | +2.3% | +8.4% | -6.1% | -0.5% |
| 30D | -8.6% | +34.8% | -43.5% | -17.7% |
| 3M | -20.5% | +16.2% | -36.7% | -25.2% |
| 6M | +1.2% | +2.1% | -0.9% | -1.2% |
| YTD | +48.4% | +117.0% | -68.6% | +21.9% |
| 1Y | +30.6% | +313.9% | -283.2% | -3.2% |
| 3Y | +73.6% | +2,327.9% | -2,254.3% | +5.0% |
| All | +73.6% | +2,327.9% | -2,254.3% | +5.0% |
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