-49.8%
USAR vs ABCL
+138.2%
-188.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.8% | -6.7% | -6.2% |
| 7D | -21.8% | -10.0% | -11.8% | -17.9% |
| 30D | -39.9% | -10.9% | -29.0% | -36.8% |
| 3M | -52.5% | +101.6% | -154.2% | -69.2% |
| 6M | -67.9% | +167.5% | -235.5% | -84.2% |
| YTD | -31.1% | +259.1% | -290.2% | -73.5% |
| 1Y | -49.8% | +152.2% | -202.0% | -77.7% |
| All | -49.8% | +138.2% | -188.0% | -77.7% |
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