-21.4%
USAR vs ACWI
+67.6%
-89.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.5% | -9.1% | -9.0% |
| 7D | -9.1% | -0.2% | -8.9% | -8.6% |
| 30D | -36.9% | -3.3% | -33.7% | -34.0% |
| 3M | -58.4% | -3.4% | -55.0% | -56.2% |
| 6M | -70.6% | +0.8% | -71.4% | -69.7% |
| YTD | -33.4% | +10.7% | -44.1% | -34.6% |
| 1Y | -54.0% | +11.6% | -65.6% | -54.9% |
| 3Y | -22.7% | +73.4% | -96.0% | -19.4% |
| All | -21.4% | +67.6% | -89.0% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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