+30.6%
USAR vs ACGL
+2.4%
+28.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | -1.4% |
| 7D | +2.3% | -2.9% | +5.3% | +0.2% |
| 30D | -8.6% | -2.8% | -5.8% | -10.4% |
| 3M | -20.5% | +6.8% | -27.3% | -18.3% |
| 6M | +1.2% | -1.5% | +2.7% | +2.8% |
| YTD | +48.4% | -0.2% | +48.6% | +49.2% |
| 1Y | +30.6% | +5.3% | +25.3% | +29.0% |
| All | +30.6% | +2.4% | +28.3% | +29.0% |
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 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