-19.9%
USAR vs AWK
+10.6%
-30.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.6% |
| 7D | +8.8% | -2.6% | +11.4% | +8.0% |
| 30D | -28.5% | +14.2% | -42.6% | -25.8% |
| 3M | -56.2% | +10.0% | -66.2% | -54.9% |
| 6M | -68.4% | +17.1% | -85.5% | -66.9% |
| YTD | -32.2% | +16.1% | -48.3% | -29.0% |
| 1Y | -52.3% | +17.5% | -69.8% | -50.3% |
| 3Y | -21.2% | +29.3% | -50.5% | -18.6% |
| All | -19.9% | +10.6% | -30.4% | -17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling