-20.8%
USAR vs AS
+134.9%
-155.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.5% | +10.4% | +10.8% |
| 7D | -14.5% | +6.9% | -21.4% | -15.2% |
| 30D | -37.8% | +16.0% | -53.8% | -39.0% |
| 3M | -52.8% | -12.8% | -39.9% | -52.1% |
| 6M | -71.2% | -15.4% | -55.9% | -70.8% |
| YTD | -30.9% | -15.7% | -15.1% | -30.5% |
| 1Y | -48.0% | +6.1% | -54.1% | -47.8% |
| All | -20.8% | +134.9% | -155.7% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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