+545.4%
ABT vs UUUU
-91.9%
+637.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -2.6% |
| 7D | -3.1% | +2.8% | -5.9% | -3.2% |
| 30D | -2.1% | +3.4% | -5.5% | -2.3% |
| 3M | +17.4% | -3.9% | +21.3% | +17.3% |
| 6M | -2.4% | -23.2% | +20.8% | -2.1% |
| YTD | -14.2% | +0.6% | -14.8% | -15.1% |
| 1Y | -18.3% | +22.9% | -41.2% | -20.1% |
| 3Y | +11.5% | +98.6% | -87.1% | +5.8% |
| 5Y | -9.9% | +130.2% | -140.1% | -16.2% |
| 10Y | +204.4% | +519.5% | -315.1% | +164.5% |
| All | +545.4% | -91.9% | +637.3% | +494.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling