+520.0%
ABT vs URA
-31.1%
+551.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | -3.7% | +1.1% | -4.8% | -3.8% |
| 30D | +2.5% | +7.4% | -4.9% | +1.3% |
| 3M | +20.2% | -8.4% | +28.6% | +21.1% |
| 6M | -2.9% | -12.7% | +9.8% | -2.0% |
| YTD | -11.9% | +7.8% | -19.7% | -14.6% |
| 1Y | -16.5% | +19.5% | -36.0% | -21.2% |
| 3Y | +12.1% | +116.4% | -104.3% | -7.5% |
| 5Y | -7.4% | +134.3% | -141.7% | -27.4% |
| 10Y | +210.7% | +359.3% | -148.6% | +99.3% |
| All | +520.0% | -31.1% | +551.1% | +378.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling