-17.9%
USAR vs ACGL
+48.5%
-66.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.3% | +4.4% |
| 7D | +0.8% | -1.4% | +2.2% | +0.3% |
| 30D | -30.1% | +12.4% | -42.4% | -26.2% |
| 3M | -56.3% | +11.1% | -67.4% | -54.0% |
| 6M | -68.6% | +16.3% | -84.9% | -66.0% |
| YTD | -30.5% | +13.8% | -44.4% | -25.3% |
| 1Y | -53.5% | +20.4% | -73.9% | -49.4% |
| 3Y | -19.3% | +33.6% | -52.9% | -12.4% |
| All | -17.9% | +48.5% | -66.4% | -11.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling