+74.9%
USAR vs ACI
-36.7%
+111.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.5% |
| 7D | -2.1% | +0.2% | -2.3% | -2.1% |
| 30D | +2.6% | +5.9% | -3.3% | +3.5% |
| 3M | -35.0% | -19.8% | -15.2% | -37.0% |
| 6M | -6.9% | -24.7% | +17.9% | -10.3% |
| YTD | +48.0% | -24.4% | +72.4% | +42.9% |
| 1Y | +24.8% | -31.5% | +56.3% | +18.5% |
| 3Y | +73.2% | -38.7% | +111.9% | +54.7% |
| All | +74.9% | -36.7% | +111.6% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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