+7.4%
ABT vs USAR
-20.3%
+27.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.9% |
| 7D | -5.6% | +8.8% | -14.3% | -5.4% |
| 30D | +5.2% | -28.5% | +33.6% | +4.7% |
| 3M | -2.7% | -56.2% | +53.5% | -3.9% |
| 6M | +28.8% | -68.4% | +97.3% | +27.1% |
| YTD | -12.3% | -32.2% | +19.9% | -12.7% |
| 1Y | -14.7% | -52.3% | +37.6% | -15.3% |
| 3Y | +21.6% | -21.2% | +42.8% | +13.1% |
| All | +7.4% | -20.3% | +27.6% | -6.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling