+85.0%
UBER vs ABCL
-41.3%
+126.3%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | -3.9% | +0.7% | -4.6% | -4.0% |
| 30D | +11.1% | +93.1% | -82.0% | -2.7% |
| 3M | +4.9% | +79.4% | -74.5% | -7.9% |
| 6M | -1.2% | +214.9% | -216.0% | -22.8% |
| YTD | -7.3% | +234.2% | -241.5% | -29.4% |
| 1Y | -17.6% | +174.8% | -192.4% | -35.9% |
| 3Y | +61.1% | +104.5% | -43.4% | +24.2% |
| All | +85.0% | -41.3% | +126.3% | +59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling