+105.9%
ABCL vs VO
+56.6%
+49.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -0.8% |
| 7D | +0.7% | -0.3% | +1.0% | +1.2% |
| 30D | +93.1% | -0.3% | +93.4% | +94.8% |
| 3M | +79.4% | +2.9% | +76.5% | +71.2% |
| 6M | +214.9% | +9.3% | +205.5% | +171.3% |
| YTD | +234.2% | +14.2% | +220.0% | +169.8% |
| 1Y | +174.8% | +15.3% | +159.5% | +120.9% |
| All | +105.9% | +56.6% | +49.3% | -20.8% |
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