+335.7%
URI vs ABCL
-81.3%
+417.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.7% |
| 7D | -2.0% | +0.7% | -2.7% | -2.0% |
| 30D | -12.9% | +93.1% | -106.0% | -20.2% |
| 3M | -6.7% | +79.4% | -86.2% | -14.4% |
| 6M | +19.0% | +214.9% | -195.9% | +0.9% |
| YTD | +25.5% | +234.2% | -208.7% | +4.8% |
| 1Y | +5.5% | +174.8% | -169.2% | -10.4% |
| 3Y | +111.3% | +104.5% | +6.8% | +76.3% |
| 5Y | +198.6% | -39.0% | +237.6% | +164.0% |
| All | +335.7% | -81.3% | +417.0% | +317.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling