-13.0%
USAR vs ABCL
+74.6%
-87.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.2% | +1.3% | +5.4% |
| 7D | -1.1% | +12.4% | -13.5% | -3.3% |
| 30D | -30.3% | -0.4% | -29.9% | -30.1% |
| 3M | -54.7% | +80.4% | -135.1% | -59.9% |
| 6M | -67.5% | +138.5% | -206.1% | -72.9% |
| YTD | -26.4% | +265.5% | -291.9% | -42.0% |
| 1Y | -49.5% | +219.7% | -269.2% | -60.2% |
| 3Y | -14.5% | +209.4% | -223.9% | -31.7% |
| All | -13.0% | +74.6% | -87.6% | -30.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling