+82.9%
SCHG vs ABCL
-39.4%
+122.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.3% |
| 7D | -0.9% | -2.7% | +1.9% | -0.6% |
| 30D | -2.3% | +18.3% | -20.6% | -4.5% |
| 3M | +4.5% | +108.5% | -104.0% | -6.1% |
| 6M | +13.6% | +213.9% | -200.4% | -4.1% |
| YTD | +7.6% | +223.1% | -215.5% | -10.3% |
| 1Y | +13.0% | +160.6% | -147.6% | -4.0% |
| 3Y | +87.0% | +104.3% | -17.3% | +55.8% |
| 5Y | +82.9% | -40.0% | +122.9% | +67.3% |
| All | +82.9% | -39.4% | +122.3% | +67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling