+24.8%
USAR vs ABCL
+186.8%
-162.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.8% | +0.1% |
| 7D | -2.1% | +0.7% | -2.8% | -2.4% |
| 30D | +2.6% | +93.1% | -90.5% | -29.8% |
| 3M | -35.0% | +79.4% | -114.5% | -54.9% |
| 6M | -6.9% | +214.9% | -221.8% | -55.6% |
| YTD | +48.0% | +234.2% | -186.2% | -32.2% |
| 1Y | +24.8% | +174.8% | -150.0% | -39.1% |
| All | +24.8% | +186.8% | -162.0% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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