+75.4%
USAR vs AWK
+4.5%
+70.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.2% |
| 7D | +2.3% | +2.2% | +0.1% | +2.8% |
| 30D | -8.6% | +4.4% | -13.1% | -7.6% |
| 3M | -20.5% | +15.4% | -35.9% | -18.2% |
| 6M | +1.2% | +3.5% | -2.3% | +3.9% |
| YTD | +48.4% | +9.8% | +38.6% | +52.4% |
| 1Y | +30.6% | +3.0% | +27.6% | +35.3% |
| 3Y | +73.6% | +9.7% | +64.0% | +76.1% |
| All | +75.4% | +4.5% | +70.8% | +77.9% |
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