-19.9%
USAR vs APA
+48.5%
-68.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.0% | -4.3% | -2.1% |
| 7D | +8.8% | +9.6% | -0.9% | +10.2% |
| 30D | -28.5% | -0.2% | -28.2% | -28.5% |
| 3M | -56.2% | +19.8% | -76.0% | -54.7% |
| 6M | -68.4% | +30.1% | -98.5% | -66.8% |
| YTD | -32.2% | +100.4% | -132.6% | -26.2% |
| 1Y | -52.3% | +105.2% | -157.5% | -47.9% |
| 3Y | -21.2% | +44.6% | -65.8% | -7.1% |
| All | -19.9% | +48.5% | -68.4% | -5.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling