+98.1%
SCHD vs ABCL
-81.3%
+179.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | -0.3% | +0.7% | -1.0% | -0.3% |
| 30D | +3.4% | +93.1% | -89.6% | 0.0% |
| 3M | +7.6% | +79.4% | -71.8% | +4.1% |
| 6M | +12.2% | +214.9% | -202.7% | +5.1% |
| YTD | +29.0% | +234.2% | -205.3% | +20.0% |
| 1Y | +30.3% | +174.8% | -144.5% | +21.9% |
| 3Y | +56.1% | +104.5% | -48.3% | +44.6% |
| 5Y | +60.4% | -39.0% | +99.4% | +50.9% |
| All | +98.1% | -81.3% | +179.4% | +91.3% |
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