-21.4%
USAR vs APA
+40.6%
-62.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.3% | -10.9% | -9.4% |
| 7D | -9.1% | -5.5% | -3.5% | -10.0% |
| 30D | -36.9% | -1.2% | -35.8% | -37.0% |
| 3M | -58.4% | +10.6% | -69.0% | -57.5% |
| 6M | -70.6% | +28.4% | -99.0% | -69.2% |
| YTD | -33.4% | +89.7% | -123.2% | -28.1% |
| 1Y | -54.0% | +90.6% | -144.6% | -50.3% |
| 3Y | -22.7% | +36.9% | -59.6% | -9.6% |
| All | -21.4% | +40.6% | -62.0% | -8.0% |
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