-10.0%
ABT vs UUUU
+88.5%
-98.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.3% | +4.5% | -1.6% |
| 7D | -5.0% | -5.0% | 0.0% | -4.9% |
| 30D | -5.8% | -7.8% | +2.0% | -5.6% |
| 3M | +16.7% | -0.4% | +17.2% | +16.6% |
| 6M | -5.2% | -32.9% | +27.6% | -4.4% |
| YTD | -16.0% | -6.3% | -9.7% | -17.0% |
| 1Y | -18.3% | +7.9% | -26.2% | -20.4% |
| 3Y | +9.2% | +85.2% | -76.0% | +0.6% |
| All | -10.0% | +88.5% | -98.6% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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