-21.5%
USAR vs AS
+123.4%
-144.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.2% |
| 7D | -0.8% | -4.9% | +4.1% | -0.2% |
| 30D | -20.9% | +3.9% | -24.8% | -21.3% |
| 3M | -56.2% | -9.6% | -46.6% | -55.7% |
| 6M | -67.9% | -8.7% | -59.2% | -67.5% |
| YTD | -31.4% | -19.8% | -11.6% | -30.6% |
| 1Y | -45.1% | -1.5% | -43.5% | -44.5% |
| All | -21.5% | +123.4% | -144.9% | -20.8% |
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