-19.7%
USAR vs ACWI
+70.3%
-90.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | 0.0% | +10.9% | +10.9% |
| 7D | -14.5% | -2.4% | -12.1% | -11.7% |
| 30D | -37.8% | -5.2% | -32.6% | -33.1% |
| 3M | -52.8% | -4.8% | -47.9% | -49.1% |
| 6M | -71.2% | -1.3% | -69.9% | -69.5% |
| YTD | -30.9% | +8.4% | -39.3% | -30.5% |
| 1Y | -48.0% | +11.0% | -59.0% | -47.8% |
| 3Y | -19.7% | +70.6% | -90.3% | -13.6% |
| All | -19.7% | +70.3% | -90.0% | -13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling