+71.2%
USB vs ABCL
-79.9%
+151.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.8% |
| 7D | +2.4% | -10.0% | +12.4% | +3.1% |
| 30D | +6.6% | -10.9% | +17.5% | +7.2% |
| 3M | -4.1% | +101.6% | -105.7% | -10.3% |
| 6M | +12.5% | +167.5% | -155.1% | +1.8% |
| YTD | +17.6% | +259.1% | -241.4% | +3.0% |
| 1Y | +36.5% | +152.2% | -115.7% | +22.9% |
| 3Y | +95.4% | +161.3% | -65.9% | +68.0% |
| 5Y | +26.1% | -29.3% | +55.4% | +10.6% |
| All | +71.2% | -79.9% | +151.1% | +53.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling