+54.5%
USAR vs AWK
+2.5%
+52.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -3.3% |
| 7D | -11.6% | -2.1% | -9.5% | -12.1% |
| 30D | -15.5% | +2.1% | -17.5% | -15.0% |
| 3M | -31.0% | +11.4% | -42.4% | -29.5% |
| 6M | -26.2% | +3.9% | -30.1% | -24.6% |
| YTD | +30.8% | +7.7% | +23.1% | +33.7% |
| 1Y | +7.1% | +1.3% | +5.8% | +10.4% |
| 3Y | +53.0% | +7.2% | +45.8% | +54.5% |
| All | +54.5% | +2.5% | +52.0% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 10y: compounded portfolio wealth divided by compounded AWK 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…
10y analysis · Full analysis span regression · 6 months rolling