-49.8%
USAR vs APA
+107.6%
-157.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -6.9% | +1.0% | -7.9% |
| 7D | -21.8% | -13.0% | -8.8% | -25.1% |
| 30D | -39.9% | +2.0% | -41.9% | -39.0% |
| 3M | -52.5% | +24.9% | -77.4% | -48.4% |
| 6M | -67.9% | +7.2% | -75.1% | -66.2% |
| YTD | -31.1% | +87.1% | -118.2% | -25.9% |
| 1Y | -49.8% | +107.2% | -157.0% | -48.3% |
| All | -49.8% | +107.6% | -157.5% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 1y: compounded portfolio wealth divided by compounded APA 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…
1y analysis · Full analysis span regression · 6 months rolling