+74.0%
SCHD vs ABCL
+197.3%
-123.2%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +0.7% |
| 7D | -0.5% | -2.7% | +2.2% | -0.4% |
| 30D | +8.3% | -5.4% | +13.7% | +8.4% |
| 3M | +5.9% | +22.4% | -16.5% | +4.6% |
| 6M | +15.3% | +127.6% | -112.4% | +9.8% |
| YTD | +34.5% | +249.4% | -214.9% | +24.4% |
| 1Y | +37.2% | +198.0% | -160.8% | +28.0% |
| All | +74.0% | +197.3% | -123.2% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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