-9.3%
UL vs ABCL
+186.8%
-196.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | -0.1% |
| 7D | -1.3% | +0.7% | -2.0% | -1.3% |
| 30D | +0.5% | +93.1% | -92.6% | +1.9% |
| 3M | +17.6% | +79.4% | -61.8% | +19.5% |
| 6M | -5.4% | +214.9% | -220.2% | -3.0% |
| YTD | +0.7% | +234.2% | -233.5% | +3.5% |
| 1Y | -9.3% | +174.8% | -184.0% | -9.3% |
| All | -9.3% | +186.8% | -196.1% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling