+32.8%
USB vs ABCL
+127.6%
-94.9%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.4% | +7.3% | -1.9% |
| 7D | -1.5% | -14.9% | +13.4% | -1.1% |
| 30D | +4.3% | -15.4% | +19.7% | +4.7% |
| 3M | -6.1% | +88.0% | -94.1% | -9.1% |
| 6M | +9.4% | +138.8% | -129.4% | +3.2% |
| YTD | +15.2% | +225.4% | -210.3% | +5.1% |
| 1Y | +32.8% | +137.3% | -104.6% | +24.3% |
| All | +32.8% | +127.6% | -94.9% | +24.3% |
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