-40.9%
ACN vs USAR
+74.5%
-115.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.1% |
| 7D | -4.8% | +2.3% | -7.1% | -4.8% |
| 30D | +1.9% | -8.6% | +10.5% | +1.7% |
| 3M | +3.9% | -20.5% | +24.4% | +3.8% |
| 6M | -15.0% | +1.2% | -16.2% | -14.6% |
| YTD | -31.9% | +48.4% | -80.3% | -31.2% |
| 1Y | -28.5% | +30.6% | -59.1% | -27.6% |
| 3Y | -41.9% | +73.6% | -115.6% | -36.5% |
| All | -40.9% | +74.5% | -115.4% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling