+113.0%
V vs ABCL
-81.0%
+193.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.7% | +6.1% | -0.4% |
| 7D | -0.4% | +4.4% | -4.8% | -0.5% |
| 30D | +6.3% | -7.9% | +14.2% | +6.5% |
| 3M | +17.2% | +12.2% | +4.9% | +16.2% |
| 6M | +29.2% | +134.7% | -105.5% | +23.7% |
| YTD | +20.8% | +239.8% | -219.0% | +13.0% |
| 1Y | +25.0% | +192.7% | -167.7% | +17.7% |
| 3Y | +75.3% | +187.6% | -112.3% | +61.0% |
| 5Y | +105.8% | -22.6% | +128.5% | +94.5% |
| All | +113.0% | -81.0% | +193.9% | +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