+10.6%
ABT vs USAR
-13.4%
+24.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.5% | -6.0% | +0.7% |
| 7D | +0.3% | -1.1% | +1.4% | +0.3% |
| 30D | +11.6% | -30.3% | +41.9% | +11.1% |
| 3M | +3.1% | -54.7% | +57.8% | +1.9% |
| 6M | +32.8% | -67.5% | +100.3% | +31.2% |
| YTD | -9.6% | -26.4% | +16.8% | -9.9% |
| 1Y | -10.4% | -49.5% | +39.2% | -10.9% |
| 3Y | +25.8% | -14.5% | +40.3% | +17.3% |
| All | +10.6% | -13.4% | +24.1% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling