+14.3%
USFR vs ABCL
+189.1%
-174.7%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | 0.0% |
| 7D | +0.1% | +4.4% | -4.3% | +0.1% |
| 30D | +0.4% | -7.9% | +8.2% | +0.4% |
| 3M | +1.0% | +12.2% | -11.2% | +1.0% |
| 6M | +2.0% | +134.7% | -132.7% | +2.1% |
| YTD | +3.4% | +239.8% | -236.3% | +3.5% |
| 1Y | +4.1% | +192.7% | -188.6% | +4.1% |
| All | +14.3% | +189.1% | -174.7% | +14.4% |
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