+106.2%
SCHD vs ABCL
-81.0%
+187.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.5% | -0.1% |
| 7D | +1.4% | +4.4% | -3.0% | +1.2% |
| 30D | +7.7% | -7.9% | +15.5% | +7.9% |
| 3M | +5.7% | +12.2% | -6.5% | +4.7% |
| 6M | +14.9% | +134.7% | -119.8% | +9.2% |
| YTD | +34.2% | +239.8% | -205.6% | +24.4% |
| 1Y | +36.8% | +192.7% | -155.9% | +27.7% |
| 3Y | +73.2% | +187.6% | -114.4% | +57.7% |
| 5Y | +62.8% | -22.6% | +85.4% | +52.6% |
| All | +106.2% | -81.0% | +187.1% | +98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling