-13.0%
USAR vs APA
+38.8%
-51.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.2% | +6.7% | +6.5% |
| 7D | -1.1% | -8.7% | +7.7% | -2.6% |
| 30D | -30.3% | -2.4% | -27.8% | -30.4% |
| 3M | -54.7% | +19.0% | -73.7% | -53.2% |
| 6M | -67.5% | +26.8% | -94.3% | -66.0% |
| YTD | -26.4% | +87.3% | -113.7% | -20.7% |
| 1Y | -49.5% | +92.3% | -141.8% | -45.5% |
| 3Y | -14.5% | +37.3% | -51.7% | -0.2% |
| All | -13.0% | +38.8% | -51.9% | +1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling