+75.4%
USAR vs ACM
-21.4%
+96.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | +2.3% | -0.3% | +2.6% | +2.4% |
| 30D | -8.6% | -12.9% | +4.3% | -5.2% |
| 3M | -20.5% | -6.4% | -14.1% | -19.5% |
| 6M | +1.2% | -29.2% | +30.4% | +11.3% |
| YTD | +48.4% | -29.9% | +78.3% | +64.2% |
| 1Y | +30.6% | -47.3% | +77.9% | +50.0% |
| 3Y | +73.6% | -19.6% | +93.3% | +102.9% |
| All | +75.4% | -21.4% | +96.8% | +104.9% |
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