+386.8%
URI vs ABCL
-79.5%
+466.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +5.2% | +1.7% | +6.3% |
| 7D | -4.0% | +12.4% | -16.4% | -5.2% |
| 30D | +6.8% | -0.4% | +7.2% | +6.6% |
| 3M | -2.8% | +80.4% | -83.2% | -10.4% |
| 6M | +20.9% | +138.5% | -117.7% | +6.2% |
| YTD | +40.2% | +265.5% | -225.3% | +15.3% |
| 1Y | +34.1% | +219.7% | -185.6% | +12.0% |
| 3Y | +164.1% | +209.4% | -45.3% | +109.8% |
| 5Y | +199.3% | -15.0% | +214.4% | +159.7% |
| All | +386.8% | -79.5% | +466.3% | +359.9% |
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 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