-19.0%
USAR vs AR
+72.5%
-91.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -0.8% | +7.4% | -8.2% | -0.4% |
| 30D | -20.9% | +5.8% | -26.7% | -20.6% |
| 3M | -56.2% | +5.2% | -61.4% | -55.9% |
| 6M | -67.9% | +5.4% | -73.3% | -67.6% |
| YTD | -31.4% | +12.4% | -43.8% | -31.2% |
| 1Y | -45.1% | +12.8% | -57.9% | -44.8% |
| 3Y | -20.3% | +47.2% | -67.5% | -19.9% |
| All | -19.0% | +72.5% | -91.5% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling