+234.1%
ABT vs URA
+266.3%
-32.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.4% |
| 7D | -1.3% | -1.5% | +0.3% | -1.1% |
| 30D | +6.0% | -10.4% | +16.4% | +7.2% |
| 3M | -1.9% | -29.6% | +27.8% | +1.9% |
| 6M | +31.2% | -40.3% | +71.5% | +38.6% |
| YTD | -11.2% | -25.5% | +14.3% | -10.1% |
| 1Y | -14.0% | -26.4% | +12.5% | -12.9% |
| 3Y | +20.7% | +31.4% | -10.8% | +6.6% |
| 5Y | -6.7% | +28.6% | -35.3% | -19.6% |
| All | +234.1% | +266.3% | -32.2% | +86.8% |
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