+69.5%
USAR vs AS
+120.4%
-50.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.6% | -4.0% | -0.9% |
| 7D | -2.1% | -4.9% | +2.8% | -1.5% |
| 30D | +2.6% | -19.6% | +22.2% | +5.2% |
| 3M | -35.0% | -14.4% | -20.6% | -33.8% |
| 6M | -6.9% | -20.1% | +13.2% | -5.3% |
| YTD | +48.0% | -20.9% | +68.9% | +50.1% |
| 1Y | +24.8% | -21.9% | +46.7% | +26.7% |
| All | +69.5% | +120.4% | -50.9% | +71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling