+4.7%
ABT vs USAR
+68.6%
-63.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | -0.3% |
| 7D | -4.7% | -4.4% | -0.3% | -4.8% |
| 30D | -3.1% | -10.4% | +7.3% | -3.3% |
| 3M | +16.1% | -18.4% | +34.5% | +16.0% |
| 6M | -5.3% | -8.8% | +3.5% | -5.3% |
| YTD | -14.4% | +43.4% | -57.8% | -13.9% |
| 1Y | -18.4% | +21.0% | -39.4% | -17.6% |
| 3Y | +11.2% | +67.7% | -56.5% | +2.8% |
| All | +4.7% | +68.6% | -63.9% | -8.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling