+95.5%
UUUU vs ABCL
+111.1%
-15.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +2.8% | +1.4% | +1.4% | +2.5% |
| 30D | +3.4% | +65.1% | -61.7% | -9.7% |
| 3M | -3.9% | +111.1% | -114.9% | -22.1% |
| 6M | -23.2% | +231.6% | -254.8% | -44.8% |
| YTD | +0.6% | +234.5% | -234.0% | -28.1% |
| 1Y | +22.9% | +174.3% | -151.5% | -10.4% |
| All | +95.5% | +111.1% | -15.6% | +36.1% |
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