+115.4%
UUUU vs ABCL
-81.2%
+196.5%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.1% |
| 7D | -1.1% | -3.3% | +2.2% | -0.2% |
| 30D | -21.0% | -7.1% | -13.9% | -19.7% |
| 3M | -54.8% | +4.7% | -59.5% | -55.6% |
| 6M | -67.3% | +140.9% | -208.2% | -74.5% |
| YTD | -54.7% | +236.0% | -290.6% | -67.5% |
| 1Y | -57.4% | +217.4% | -274.8% | -69.0% |
| 3Y | -19.6% | +188.7% | -208.3% | -45.7% |
| 5Y | -40.0% | -23.5% | -16.5% | -49.7% |
| All | +115.4% | -81.2% | +196.5% | +82.9% |
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