+35.2%
UBER vs ABCL
-79.5%
+114.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.2% | -1.5% | +3.0% |
| 7D | +6.7% | +12.4% | -5.7% | +4.6% |
| 30D | -0.5% | -0.4% | -0.1% | -1.0% |
| 3M | -5.1% | +80.4% | -85.5% | -15.7% |
| 6M | -5.7% | +138.5% | -144.2% | -21.2% |
| YTD | -12.9% | +265.5% | -278.4% | -33.3% |
| 1Y | -22.6% | +219.7% | -242.3% | -39.5% |
| 3Y | +42.2% | +209.4% | -167.2% | +3.3% |
| 5Y | +56.4% | -15.0% | +71.4% | +34.1% |
| All | +35.2% | -79.5% | +114.7% | +31.2% |
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