+35.3%
UL vs ABCL
+210.0%
-174.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | +2.6% | +2.3% | +0.3% | +2.6% |
| 30D | +6.8% | -0.7% | +7.4% | +6.9% |
| 3M | +5.7% | +33.4% | -27.7% | +6.1% |
| 6M | +15.9% | +137.8% | -121.9% | +16.9% |
| YTD | +4.3% | +264.3% | -260.1% | +5.5% |
| 1Y | -0.4% | +209.2% | -209.6% | +0.6% |
| All | +35.3% | +210.0% | -174.6% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling