-42.8%
URA vs ABCL
+120.4%
-163.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -9.4% | +4.1% | -3.5% |
| 7D | -13.3% | -14.9% | +1.6% | -10.7% |
| 30D | -25.9% | -15.4% | -10.5% | -23.8% |
| 3M | -27.8% | +88.0% | -115.8% | -35.6% |
| 6M | -42.8% | +138.8% | -181.7% | -53.4% |
| All | -42.8% | +120.4% | -163.2% | -53.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling