+176.5%
URA vs ABCL
-80.5%
+257.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +6.7% | -2.3% | +3.3% |
| 7D | -4.1% | -3.2% | -0.9% | -3.7% |
| 30D | -19.0% | -7.4% | -11.6% | -18.2% |
| 3M | -25.1% | +81.9% | -107.1% | -32.8% |
| 6M | -44.5% | +135.7% | -180.2% | -52.8% |
| YTD | -24.3% | +247.4% | -271.7% | -39.7% |
| 1Y | -28.1% | +162.3% | -190.4% | -40.6% |
| 3Y | +40.7% | +165.5% | -124.8% | +9.4% |
| 5Y | +35.5% | -21.3% | +56.7% | +17.5% |
| All | +176.5% | -80.5% | +257.0% | +139.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling