-21.4%
USAR vs AR
+67.5%
-88.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.3% | -8.0% | -3.5% |
| 7D | -9.1% | -5.8% | -3.3% | -9.3% |
| 30D | -36.9% | +4.8% | -41.8% | -36.7% |
| 3M | -58.4% | +1.5% | -59.9% | -58.2% |
| 6M | -70.6% | +4.7% | -75.3% | -70.4% |
| YTD | -33.4% | +9.2% | -42.6% | -33.3% |
| 1Y | -54.0% | +11.2% | -65.2% | -53.9% |
| 3Y | -22.7% | +46.2% | -68.9% | -22.3% |
| All | -21.4% | +67.5% | -88.9% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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