-19.9%
USAR vs ACM
-16.1%
-3.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.3% |
| 7D | +8.8% | +5.1% | +3.7% | +7.2% |
| 30D | -28.5% | +18.7% | -47.1% | -31.9% |
| 3M | -56.2% | +15.5% | -71.6% | -58.1% |
| 6M | -68.4% | +1.2% | -69.6% | -68.8% |
| YTD | -32.2% | -25.2% | -6.9% | -26.4% |
| 1Y | -52.3% | -46.3% | -6.0% | -46.4% |
| 3Y | -21.2% | -9.6% | -11.6% | -9.7% |
| All | -19.9% | -16.1% | -3.7% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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