-20.3%
USAR vs ACM
-9.1%
-11.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.6% | +0.9% |
| 7D | -0.8% | +5.6% | -6.4% | -2.4% |
| 30D | -20.9% | +20.8% | -41.8% | -25.4% |
| 3M | -56.2% | +11.4% | -67.6% | -57.8% |
| 6M | -67.9% | +0.9% | -68.8% | -68.2% |
| YTD | -31.4% | -24.8% | -6.6% | -25.2% |
| 1Y | -45.1% | -46.4% | +1.4% | -37.6% |
| 3Y | -20.3% | -9.2% | -11.1% | -7.4% |
| All | -20.3% | -9.1% | -11.2% | -7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling