-21.2%
USAR vs AWK
+29.7%
-50.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.6% |
| 7D | +8.8% | -2.6% | +11.4% | +7.9% |
| 30D | -28.5% | +14.2% | -42.6% | -25.5% |
| 3M | -56.2% | +10.0% | -66.2% | -54.7% |
| 6M | -68.4% | +17.1% | -85.5% | -66.7% |
| YTD | -32.2% | +16.1% | -48.3% | -28.6% |
| 1Y | -52.3% | +17.5% | -69.8% | -50.1% |
| All | -21.2% | +29.7% | -50.9% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling