+82.2%
UBER vs ABT
+62.2%
+20.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.1% |
| 7D | -3.9% | -3.7% | -0.2% | -2.3% |
| 30D | +11.1% | +2.5% | +8.6% | +10.0% |
| 3M | +4.9% | +20.2% | -15.3% | -3.3% |
| 6M | -1.2% | -2.9% | +1.8% | -0.3% |
| YTD | -7.3% | -11.9% | +4.6% | -2.8% |
| 1Y | -17.6% | -16.5% | -1.1% | -11.8% |
| 3Y | +61.1% | +12.1% | +48.9% | +46.6% |
| 5Y | +87.9% | -7.4% | +95.3% | +85.4% |
| All | +82.2% | +62.2% | +20.0% | +20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling