-19.0%
USAR vs ACGL
+49.1%
-68.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.3% |
| 7D | -0.8% | +2.2% | -3.0% | +0.2% |
| 30D | -20.9% | +12.3% | -33.2% | -16.6% |
| 3M | -56.2% | +11.8% | -68.0% | -53.7% |
| 6M | -67.9% | +17.5% | -85.4% | -65.2% |
| YTD | -31.4% | +14.3% | -45.7% | -26.2% |
| 1Y | -45.1% | +18.2% | -63.2% | -40.4% |
| 3Y | -20.3% | +33.2% | -53.5% | -13.4% |
| All | -19.0% | +49.1% | -68.0% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling