+71.5%
SCHG vs ABCL
-25.4%
+96.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | 0.0% |
| 7D | +4.6% | +4.4% | +0.2% | +4.0% |
| 30D | -6.2% | -7.9% | +1.6% | -5.5% |
| 3M | -3.5% | +12.2% | -15.7% | -5.6% |
| 6M | +0.9% | +134.7% | -133.8% | -11.9% |
| YTD | +5.6% | +239.8% | -234.2% | -13.5% |
| 1Y | +4.4% | +192.7% | -188.3% | -12.8% |
| 3Y | +80.1% | +187.6% | -107.5% | +40.5% |
| All | +71.5% | -25.4% | +96.9% | +62.1% |
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 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