+176.6%
URI vs ABCL
-30.0%
+206.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -9.4% | +2.2% | -5.9% |
| 7D | -12.9% | -14.9% | +2.0% | -11.2% |
| 30D | -3.4% | -15.4% | +12.0% | -1.6% |
| 3M | -10.0% | +88.0% | -98.0% | -19.3% |
| 6M | +12.2% | +138.8% | -126.7% | -4.8% |
| YTD | +29.8% | +225.4% | -195.7% | +3.2% |
| 1Y | +24.6% | +137.3% | -112.7% | +4.0% |
| 3Y | +137.6% | +136.8% | +0.8% | +85.0% |
| 5Y | +176.6% | -26.2% | +202.9% | +138.0% |
| All | +176.6% | -30.0% | +206.7% | +138.0% |
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