-19.7%
USAR vs ACM
-12.3%
-7.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | 0.0% | +10.8% | +10.8% |
| 7D | -14.5% | +5.4% | -19.9% | -15.9% |
| 30D | -37.8% | +15.1% | -52.9% | -40.5% |
| 3M | -52.8% | -10.5% | -42.3% | -51.3% |
| 6M | -71.2% | -19.7% | -51.5% | -69.3% |
| YTD | -30.9% | -28.8% | -2.1% | -23.4% |
| 1Y | -48.0% | -47.9% | -0.1% | -40.1% |
| 3Y | -19.7% | -12.4% | -7.3% | -5.2% |
| All | -19.7% | -12.3% | -7.4% | -5.2% |
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 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