-5.9%
ABT vs URI
+33.3%
-39.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -4.4% | +10.0% | +5.8% |
| 7D | +12.5% | -4.3% | +16.9% | +12.7% |
| 30D | +16.1% | +4.6% | +11.5% | +15.7% |
| 3M | +10.2% | -2.1% | +12.3% | +10.1% |
| 6M | +33.7% | +21.9% | +11.8% | +31.4% |
| YTD | -5.5% | +39.7% | -45.2% | -10.4% |
| 1Y | -5.9% | +32.9% | -38.8% | -9.0% |
| All | -5.9% | +33.3% | -39.2% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 1y: compounded portfolio wealth divided by compounded URI 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…
1y analysis · Full analysis span regression · 6 months rolling