+386.0%
URI vs ABCL
-81.2%
+467.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.2% |
| 7D | +6.7% | -3.3% | +10.0% | +7.1% |
| 30D | +8.9% | -7.1% | +16.0% | +9.5% |
| 3M | +0.5% | +4.7% | -4.2% | -0.8% |
| 6M | +20.7% | +140.9% | -120.2% | +5.7% |
| YTD | +40.0% | +236.0% | -195.9% | +16.2% |
| 1Y | +34.4% | +217.4% | -183.0% | +12.2% |
| 3Y | +149.5% | +188.7% | -39.2% | +99.6% |
| 5Y | +205.6% | -23.5% | +229.1% | +167.6% |
| All | +386.0% | -81.2% | +467.2% | +363.3% |
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