-7.4%
UUUU vs ABCL
+196.9%
-204.3%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +5.2% | +4.5% | +8.4% |
| 7D | -1.1% | +12.4% | -13.5% | -4.0% |
| 30D | -26.6% | -0.4% | -26.2% | -26.6% |
| 3M | -48.3% | +80.4% | -128.7% | -56.1% |
| 6M | -65.8% | +138.5% | -204.4% | -73.5% |
| YTD | -49.7% | +265.5% | -315.2% | -65.2% |
| 1Y | -53.3% | +219.7% | -273.0% | -66.8% |
| 3Y | -7.4% | +209.4% | -216.8% | -39.2% |
| All | -7.4% | +196.9% | -204.3% | -39.2% |
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