+165.5%
ABCL vs VO
+60.2%
+105.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.1% | +6.9% | +7.0% |
| 7D | -3.2% | -2.6% | -0.6% | +1.9% |
| 30D | -7.4% | -0.9% | -6.5% | -5.4% |
| 3M | +81.9% | -3.0% | +84.9% | +93.7% |
| 6M | +135.7% | +2.2% | +133.5% | +129.7% |
| YTD | +247.4% | +10.6% | +236.8% | +198.9% |
| 1Y | +162.3% | +12.5% | +149.7% | +119.9% |
| 3Y | +165.5% | +61.4% | +104.1% | +1.9% |
| All | +165.5% | +60.2% | +105.3% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 3y: compounded portfolio wealth divided by compounded VO 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…
3y analysis · Full analysis span regression · 6 months rolling