+77.6%
V vs ABCL
+139.9%
-62.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -9.4% | +6.2% | -3.0% |
| 7D | +2.9% | -14.9% | +17.8% | +3.3% |
| 30D | +14.0% | -15.4% | +29.4% | +14.4% |
| 3M | +14.9% | +88.0% | -73.1% | +12.5% |
| 6M | +31.7% | +138.8% | -107.1% | +27.5% |
| YTD | +21.2% | +225.4% | -204.2% | +15.4% |
| 1Y | +25.3% | +137.3% | -112.0% | +20.8% |
| All | +77.6% | +139.9% | -62.3% | +64.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling