-15.9%
ACN vs USAR
-20.4%
+4.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.3% |
| 7D | -3.8% | -0.8% | -3.1% | -3.8% |
| 30D | +16.5% | -20.9% | +37.5% | +16.0% |
| 3M | +41.5% | -56.2% | +97.6% | +38.8% |
| 6M | +60.1% | -67.9% | +128.0% | +57.0% |
| YTD | -3.9% | -31.4% | +27.5% | -4.6% |
| 1Y | +4.1% | -45.1% | +49.1% | +3.2% |
| 3Y | -15.9% | -20.3% | +4.5% | -9.4% |
| All | -15.9% | -20.4% | +4.5% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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