+59.8%
UBER vs ABCL
-26.2%
+86.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.0% |
| 7D | +1.6% | -3.3% | +4.9% | +2.2% |
| 30D | +0.6% | -7.1% | +7.7% | +1.2% |
| 3M | -8.2% | +4.7% | -12.9% | -10.5% |
| 6M | -6.7% | +140.9% | -147.6% | -24.9% |
| YTD | -14.7% | +236.0% | -250.7% | -37.2% |
| 1Y | -24.1% | +217.4% | -241.5% | -43.5% |
| 3Y | +33.4% | +188.7% | -155.3% | -9.5% |
| All | +59.8% | -26.2% | +86.0% | +48.2% |
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 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