+147.4%
URI vs ABCL
+156.0%
-8.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.7% | -5.6% | +0.5% |
| 7D | -9.8% | -3.2% | -6.6% | -9.6% |
| 30D | +1.7% | -7.4% | +9.2% | +2.3% |
| 3M | -9.1% | +81.9% | -91.0% | -16.0% |
| 6M | +9.9% | +135.7% | -125.9% | -3.4% |
| YTD | +31.2% | +247.4% | -216.2% | +7.9% |
| 1Y | +25.9% | +162.3% | -136.3% | +7.4% |
| 3Y | +147.4% | +165.5% | -18.1% | +98.3% |
| All | +147.4% | +156.0% | -8.7% | +98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling