+33.1%
UBER vs ABCL
-79.6%
+112.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +5.2% | +2.3% | +2.9% | +4.7% |
| 30D | -2.0% | -0.7% | -1.4% | -2.5% |
| 3M | -10.2% | +33.4% | -43.6% | -15.6% |
| 6M | -7.2% | +137.8% | -144.9% | -22.4% |
| YTD | -14.3% | +264.3% | -278.6% | -34.3% |
| 1Y | -25.6% | +209.2% | -234.7% | -41.4% |
| 3Y | +35.8% | +208.4% | -172.6% | -1.3% |
| 5Y | +61.5% | -11.9% | +73.4% | +38.1% |
| All | +33.1% | -79.6% | +112.7% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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