-7.0%
ABT vs URI
+200.7%
-207.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.6% |
| 7D | -3.7% | -2.0% | -1.7% | -3.5% |
| 30D | +2.5% | -12.9% | +15.4% | +4.0% |
| 3M | +20.2% | -6.7% | +26.9% | +20.8% |
| 6M | -2.9% | +19.0% | -21.9% | -5.5% |
| YTD | -11.9% | +25.5% | -37.5% | -15.1% |
| 1Y | -16.5% | +5.5% | -22.1% | -17.9% |
| 3Y | +12.1% | +111.3% | -99.2% | -3.7% |
| All | -7.0% | +200.7% | -207.7% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling