+38.4%
ABBV vs USAR
-55.1%
+93.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.6% | +9.8% | 0.0% |
| 7D | +2.8% | -9.1% | +11.8% | +2.6% |
| 30D | +7.0% | -36.9% | +43.9% | +5.9% |
| 3M | +19.2% | -58.4% | +77.6% | +17.1% |
| 6M | +47.8% | -70.6% | +118.4% | +45.5% |
| YTD | +32.5% | -33.4% | +65.9% | +30.8% |
| 1Y | +38.4% | -54.0% | +92.4% | +36.1% |
| All | +38.4% | -55.1% | +93.5% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 1y: compounded portfolio wealth divided by compounded USAR 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…
1y analysis · Full analysis span regression · 6 months rolling