+209.7%
ABT vs URA
+369.2%
-159.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | -0.1% |
| 7D | -4.7% | +5.7% | -10.5% | -5.4% |
| 30D | -3.1% | +5.6% | -8.7% | -3.9% |
| 3M | +16.1% | +6.2% | +9.9% | +14.8% |
| 6M | -5.3% | -8.2% | +2.9% | -5.1% |
| YTD | -14.4% | +9.7% | -24.1% | -17.1% |
| 1Y | -18.4% | +17.0% | -35.4% | -22.5% |
| 3Y | +11.2% | +118.5% | -107.3% | -8.5% |
| 5Y | -9.4% | +134.3% | -143.7% | -29.5% |
| 10Y | +209.7% | +377.5% | -167.7% | +71.6% |
| All | +209.7% | +369.2% | -159.5% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling