+228.3%
ABT vs URI
+1,189.1%
-960.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.0% | +0.3% |
| 7D | +1.0% | -6.0% | +6.9% | +1.8% |
| 30D | +11.6% | +4.6% | +7.0% | +10.5% |
| 3M | +2.3% | -2.7% | +5.0% | +2.4% |
| 6M | +32.7% | +18.4% | +14.4% | +28.2% |
| YTD | -9.6% | +37.4% | -47.0% | -15.8% |
| 1Y | -10.1% | +30.4% | -40.4% | -15.5% |
| 3Y | +25.2% | +147.9% | -122.7% | +1.0% |
| 5Y | -4.5% | +202.1% | -206.6% | -28.3% |
| 10Y | +228.3% | +1,182.4% | -954.2% | +80.2% |
| All | +228.3% | +1,189.1% | -960.8% | +80.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling