-22.7%
USAR vs ABCL
+210.0%
-232.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.3% | -9.3% | -9.5% |
| 7D | -9.1% | +2.3% | -11.4% | -9.4% |
| 30D | -36.9% | -0.7% | -36.3% | -36.7% |
| 3M | -58.4% | +33.4% | -91.8% | -60.8% |
| 6M | -70.6% | +137.8% | -208.4% | -75.8% |
| YTD | -33.4% | +264.3% | -297.8% | -48.3% |
| 1Y | -54.0% | +209.2% | -263.2% | -64.3% |
| All | -22.7% | +210.0% | -232.6% | -38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling