+29.3%
V vs ABCL
+138.2%
-108.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +3.9% |
| 7D | +9.0% | -10.0% | +18.9% | +8.9% |
| 30D | +18.1% | -10.9% | +29.0% | +18.1% |
| 3M | +18.3% | +101.6% | -83.3% | +18.4% |
| 6M | +34.1% | +167.5% | -133.4% | +34.3% |
| YTD | +25.2% | +259.1% | -233.8% | +24.3% |
| 1Y | +29.3% | +152.2% | -122.8% | +30.6% |
| All | +29.3% | +138.2% | -108.9% | +30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling