+1,430.4%
ABT vs URI
+7,462.1%
-6,031.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.4% | -3.4% |
| 7D | +3.5% | -9.8% | +13.3% | +4.6% |
| 30D | +12.0% | +1.7% | +10.3% | +11.7% |
| 3M | +2.5% | -9.1% | +11.5% | +3.3% |
| 6M | +29.1% | +9.9% | +19.2% | +27.2% |
| YTD | -10.1% | +31.2% | -41.3% | -13.6% |
| 1Y | -9.8% | +25.9% | -35.8% | -13.0% |
| 3Y | +23.3% | +147.4% | -124.1% | +8.5% |
| 5Y | -2.4% | +179.7% | -182.1% | -16.4% |
| 10Y | +239.4% | +1,419.5% | -1,180.1% | +133.9% |
| All | +1,430.4% | +7,462.1% | -6,031.7% | +768.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling