+76.2%
UBER vs ABT
-10.2%
+86.4%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.7% |
| 7D | -7.0% | -4.7% | -2.3% | -5.0% |
| 30D | -8.9% | -3.1% | -5.8% | -7.6% |
| 3M | +1.0% | +16.1% | -15.1% | -5.5% |
| 6M | -3.7% | -5.3% | +1.6% | -1.5% |
| YTD | -13.0% | -14.4% | +1.4% | -7.2% |
| 1Y | -25.5% | -18.4% | -7.1% | -18.9% |
| 3Y | +50.5% | +11.2% | +39.3% | +33.2% |
| 5Y | +76.2% | -9.4% | +85.5% | +75.7% |
| All | +76.2% | -10.2% | +86.4% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 ABT 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