+113.5%
V vs ABCL
-79.5%
+193.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.2% | -5.3% | -0.3% |
| 7D | -0.8% | +12.4% | -13.2% | -1.2% |
| 30D | +9.5% | -0.4% | +9.9% | +9.4% |
| 3M | +16.7% | +80.4% | -63.7% | +13.4% |
| 6M | +32.9% | +138.5% | -105.6% | +27.2% |
| YTD | +21.1% | +265.5% | -244.4% | +13.0% |
| 1Y | +26.6% | +219.7% | -193.1% | +18.9% |
| 3Y | +78.4% | +209.4% | -131.0% | +63.4% |
| 5Y | +105.5% | -15.0% | +120.5% | +93.8% |
| All | +113.5% | -79.5% | +193.0% | +97.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling