-28.1%
URA vs ABCL
+152.2%
-180.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +6.7% | -2.3% | +2.8% |
| 7D | -4.1% | -3.2% | -0.9% | -3.6% |
| 30D | -19.0% | -7.4% | -11.6% | -17.8% |
| 3M | -25.1% | +81.9% | -107.1% | -36.4% |
| 6M | -44.5% | +135.7% | -180.2% | -57.9% |
| YTD | -24.3% | +247.4% | -271.7% | -51.4% |
| 1Y | -28.1% | +162.3% | -190.4% | -49.6% |
| All | -28.1% | +152.2% | -180.4% | -49.6% |
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