-21.2%
USAR vs AR
+48.5%
-69.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.3% |
| 7D | +8.8% | +6.4% | +2.4% | +9.1% |
| 30D | -28.5% | +3.1% | -31.6% | -28.2% |
| 3M | -56.2% | +3.3% | -59.4% | -55.9% |
| 6M | -68.4% | +6.6% | -75.0% | -68.1% |
| YTD | -32.2% | +12.3% | -44.5% | -31.9% |
| 1Y | -52.3% | +12.3% | -64.6% | -52.1% |
| All | -21.2% | +48.5% | -69.7% | -20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling