-14.2%
ACN vs USAR
-14.5%
+0.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.5% | -8.9% | -2.1% |
| 7D | -2.5% | -1.1% | -1.4% | -2.5% |
| 30D | +22.6% | -30.3% | +52.9% | +21.7% |
| 3M | +45.9% | -54.7% | +100.6% | +43.4% |
| 6M | +43.8% | -67.5% | +111.3% | +41.3% |
| YTD | -2.5% | -26.4% | +23.9% | -3.0% |
| 1Y | +6.5% | -49.5% | +56.0% | +5.6% |
| 3Y | -14.2% | -14.5% | +0.3% | -7.9% |
| All | -14.2% | -14.5% | +0.3% | -7.9% |
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