+214.9%
ABCL vs VLTO
+1.3%
+213.6%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.7% |
| 7D | +0.7% | -2.3% | +3.0% | 0.0% |
| 30D | +93.1% | -0.9% | +93.9% | +92.0% |
| 3M | +79.4% | +13.8% | +65.6% | +86.3% |
| 6M | +214.9% | +2.0% | +212.9% | +266.8% |
| All | +214.9% | +1.3% | +213.6% | +266.8% |
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