+124.9%
URA vs ABCL
-41.3%
+166.2%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.0% |
| 7D | +1.1% | +0.7% | +0.4% | +1.0% |
| 30D | +7.4% | +93.1% | -85.7% | -6.0% |
| 3M | -8.4% | +79.4% | -87.8% | -19.4% |
| 6M | -12.7% | +214.9% | -227.6% | -31.4% |
| YTD | +7.8% | +234.2% | -226.4% | -16.8% |
| 1Y | +19.5% | +174.8% | -155.3% | -5.7% |
| 3Y | +116.4% | +104.5% | +12.0% | +68.7% |
| All | +124.9% | -41.3% | +166.2% | +101.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling