-49.2%
USAR vs ABCL
+199.8%
-248.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.2% | +1.3% | +3.8% |
| 7D | -1.1% | +12.4% | -13.5% | -7.0% |
| 30D | -30.3% | -0.4% | -29.9% | -30.1% |
| 3M | -54.7% | +80.4% | -135.1% | -69.3% |
| 6M | -67.5% | +138.5% | -206.1% | -83.5% |
| YTD | -26.4% | +265.5% | -291.9% | -77.1% |
| All | -49.2% | +199.8% | -248.9% | -78.5% |
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