-19.9%
USAR vs ACWI
+68.6%
-88.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -1.7% |
| 7D | +8.8% | +2.7% | +6.1% | +5.6% |
| 30D | -28.5% | -2.6% | -25.9% | -25.7% |
| 3M | -56.2% | -3.2% | -53.0% | -53.9% |
| 6M | -68.4% | +1.9% | -70.3% | -67.8% |
| YTD | -32.2% | +11.3% | -43.5% | -33.8% |
| 1Y | -52.3% | +11.7% | -64.0% | -53.5% |
| 3Y | -21.2% | +74.4% | -95.6% | -18.4% |
| All | -19.9% | +68.6% | -88.5% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling