+120.3%
UUUU vs ABCL
-79.6%
+199.8%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.3% | -7.5% | -7.7% |
| 7D | -6.9% | +2.3% | -9.2% | -7.3% |
| 30D | -32.3% | -0.7% | -31.7% | -32.3% |
| 3M | -52.8% | +33.4% | -86.2% | -56.3% |
| 6M | -68.5% | +137.8% | -206.3% | -75.3% |
| YTD | -53.6% | +264.3% | -318.0% | -67.4% |
| 1Y | -59.1% | +209.2% | -268.3% | -70.2% |
| 3Y | -14.7% | +208.4% | -223.1% | -43.2% |
| 5Y | -35.4% | -11.9% | -23.6% | -47.2% |
| All | +120.3% | -79.6% | +199.8% | +83.5% |
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 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