+69.4%
USAR vs AZO
+13.9%
+55.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -3.7% |
| 7D | -4.4% | -0.8% | -3.6% | -4.6% |
| 30D | -10.4% | -5.1% | -5.3% | -11.4% |
| 3M | -18.4% | -7.2% | -11.1% | -19.2% |
| 6M | -8.8% | -20.7% | +11.9% | -13.0% |
| YTD | +43.4% | -14.2% | +57.5% | +43.0% |
| 1Y | +21.0% | -32.2% | +53.2% | +6.4% |
| 3Y | +67.7% | +11.1% | +56.6% | +62.8% |
| All | +69.4% | +13.9% | +55.6% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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