+43.9%
UBER vs ABCL
-81.3%
+125.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.4% |
| 3M | +4.9% | +79.4% | -74.5% | -6.7% |
| 6M | -1.2% | +214.9% | -216.0% | -20.7% |
| YTD | -7.3% | +234.2% | -241.5% | -27.3% |
| 1Y | -17.6% | +174.8% | -192.4% | -34.1% |
| 3Y | +61.1% | +104.5% | -43.4% | +27.1% |
| 5Y | +87.9% | -39.0% | +126.9% | +67.3% |
| All | +43.9% | -81.3% | +125.2% | +43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling