+162.3%
ABCL vs VLTO
+55.4%
+106.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.5% |
| 7D | +4.4% | +0.8% | +3.6% | +4.2% |
| 30D | -7.9% | +18.7% | -26.5% | -13.1% |
| 3M | +12.2% | +21.7% | -9.5% | +4.8% |
| 6M | +134.7% | +35.8% | +98.9% | +107.8% |
| YTD | +239.8% | +18.3% | +221.5% | +221.5% |
| 1Y | +192.7% | +20.9% | +171.8% | +173.7% |
| 3Y | +187.6% | +68.8% | +118.8% | +121.4% |
| All | +162.3% | +55.4% | +106.9% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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