+56.5%
SCHD vs ABCL
+105.4%
-48.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -1.1% | +1.4% | -2.6% | -1.2% |
| 30D | +1.5% | +65.1% | -63.6% | -1.2% |
| 3M | +7.4% | +111.1% | -103.7% | +2.9% |
| 6M | +12.4% | +231.6% | -219.2% | +4.4% |
| YTD | +27.5% | +234.5% | -207.0% | +17.9% |
| 1Y | +30.0% | +174.3% | -144.3% | +21.0% |
| 3Y | +56.5% | +111.5% | -55.0% | +40.6% |
| All | +56.5% | +105.4% | -48.9% | +40.6% |
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