+203.4%
URI vs ABCL
-41.3%
+244.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.8% |
| 7D | -2.0% | +0.7% | -2.7% | -2.1% |
| 30D | -12.9% | +93.1% | -106.0% | -21.5% |
| 3M | -6.7% | +79.4% | -86.2% | -15.9% |
| 6M | +19.0% | +214.9% | -195.9% | -2.7% |
| YTD | +25.5% | +234.2% | -208.7% | +0.6% |
| 1Y | +5.5% | +174.8% | -169.2% | -13.7% |
| 3Y | +111.3% | +104.5% | +6.8% | +70.3% |
| All | +203.4% | -41.3% | +244.7% | +166.5% |
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