+167.5%
ABCL vs VLTO
+34.3%
+133.2%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +1.3% |
| 7D | -10.0% | +13.8% | -23.8% | -1.4% |
| 30D | -10.9% | +21.2% | -32.1% | +0.4% |
| 3M | +101.6% | +21.5% | +80.2% | +126.0% |
| 6M | +167.5% | +33.0% | +134.5% | +221.8% |
| All | +167.5% | +34.3% | +133.2% | +221.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling