-18.3%
USAR vs ABCL
+65.9%
-84.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +6.7% | +4.1% | +9.5% |
| 7D | -14.5% | -3.2% | -11.3% | -13.9% |
| 30D | -37.8% | -7.4% | -30.4% | -36.8% |
| 3M | -52.8% | +81.9% | -134.7% | -58.2% |
| 6M | -71.2% | +135.7% | -207.0% | -75.9% |
| YTD | -30.9% | +247.4% | -278.3% | -45.0% |
| 1Y | -48.0% | +162.3% | -210.3% | -58.6% |
| 3Y | -19.7% | +165.5% | -185.2% | -35.2% |
| All | -18.3% | +65.9% | -84.2% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling