+24.8%
USAR vs ACGL
+4.8%
+20.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.3% | -1.7% |
| 7D | -2.1% | -0.7% | -1.4% | -2.6% |
| 30D | +2.6% | -1.0% | +3.6% | +2.1% |
| 3M | -35.0% | +11.0% | -46.1% | -31.7% |
| 6M | -6.9% | -0.3% | -6.5% | -4.4% |
| YTD | +48.0% | +2.3% | +45.7% | +51.1% |
| 1Y | +24.8% | +6.4% | +18.4% | +20.3% |
| All | +24.8% | +4.8% | +20.0% | +20.3% |
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