+27.1%
V vs ABCL
+199.8%
-172.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.2% | -5.3% | -0.1% |
| 7D | -0.8% | +12.4% | -13.2% | -0.6% |
| 30D | +9.5% | -0.4% | +9.9% | +9.6% |
| 3M | +16.7% | +80.4% | -63.7% | +16.9% |
| 6M | +32.9% | +138.5% | -105.6% | +33.5% |
| YTD | +21.1% | +265.5% | -244.4% | +20.6% |
| All | +27.1% | +199.8% | -172.7% | +27.3% |
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 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