-19.0%
USAR vs AWK
+12.1%
-31.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +1.5% |
| 7D | -0.8% | +0.1% | -0.9% | -0.7% |
| 30D | -20.9% | +14.3% | -35.2% | -17.9% |
| 3M | -56.2% | +10.3% | -66.4% | -54.8% |
| 6M | -67.9% | +18.9% | -86.8% | -66.3% |
| YTD | -31.4% | +17.7% | -49.1% | -27.9% |
| 1Y | -45.1% | +16.9% | -61.9% | -42.3% |
| 3Y | -20.3% | +32.2% | -52.5% | -17.4% |
| All | -19.0% | +12.1% | -31.0% | -15.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling