-49.8%
USAR vs ACGL
+28.7%
-78.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.7% | -8.5% | -2.8% |
| 7D | -21.8% | +8.0% | -29.7% | -14.2% |
| 30D | -39.9% | +17.3% | -57.2% | -27.8% |
| 3M | -52.5% | +11.2% | -63.7% | -45.8% |
| 6M | -67.9% | +18.2% | -86.1% | -59.9% |
| YTD | -31.1% | +15.4% | -46.5% | -16.8% |
| 1Y | -49.8% | +26.5% | -76.4% | -38.2% |
| All | -49.8% | +28.7% | -78.5% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 1y: compounded portfolio wealth divided by compounded ACGL 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…
1y analysis · Full analysis span regression · 6 months rolling