+6,642.4%
ABT vs UL
+2,661.1%
+3,981.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | -3.7% | -1.3% | -2.3% | -3.2% |
| 30D | +2.5% | +0.5% | +2.0% | +2.3% |
| 3M | +20.2% | +17.6% | +2.6% | +13.7% |
| 6M | -2.9% | -5.4% | +2.4% | -1.4% |
| YTD | -11.9% | +0.7% | -12.6% | -12.6% |
| 1Y | -16.5% | -9.3% | -7.3% | -14.3% |
| 3Y | +12.1% | +24.5% | -12.4% | +2.9% |
| 5Y | -7.4% | +23.2% | -30.6% | -15.9% |
| 10Y | +210.7% | +64.5% | +146.2% | +152.5% |
| All | +6,642.4% | +2,661.1% | +3,981.3% | +1,681.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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