-18.3%
USAR vs ACGL
+45.9%
-64.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -3.0% | +13.8% | +9.5% |
| 7D | -14.5% | +0.9% | -15.4% | -13.9% |
| 30D | -37.8% | +13.7% | -51.6% | -34.2% |
| 3M | -52.8% | +8.0% | -60.8% | -50.8% |
| 6M | -71.2% | +13.3% | -84.5% | -69.2% |
| YTD | -30.9% | +11.8% | -42.7% | -26.3% |
| 1Y | -48.0% | +22.2% | -70.3% | -43.6% |
| 3Y | -19.7% | +32.5% | -52.2% | -13.6% |
| All | -18.3% | +45.9% | -64.2% | -12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling