+372.9%
UUUU vs ABCL
-81.3%
+454.1%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.1% |
| 7D | -1.4% | +0.7% | -2.1% | -1.5% |
| 30D | +16.3% | +93.1% | -76.8% | -1.9% |
| 3M | -16.7% | +79.4% | -96.1% | -29.2% |
| 6M | -33.7% | +214.9% | -248.5% | -51.1% |
| YTD | -0.5% | +234.2% | -234.7% | -28.0% |
| 1Y | +28.9% | +174.8% | -145.9% | -4.5% |
| 3Y | +99.9% | +104.5% | -4.6% | +46.4% |
| 5Y | +135.3% | -39.0% | +174.3% | +103.3% |
| All | +372.9% | -81.3% | +454.1% | +304.8% |
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