+105.8%
V vs ABCL
-23.2%
+129.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.7% | +6.1% | -0.3% |
| 7D | -0.4% | +4.4% | -4.8% | -0.6% |
| 30D | +6.3% | -7.9% | +14.2% | +6.6% |
| 3M | +17.2% | +12.2% | +4.9% | +15.8% |
| 6M | +29.2% | +134.7% | -105.5% | +21.0% |
| YTD | +20.8% | +239.8% | -219.0% | +9.3% |
| 1Y | +25.0% | +192.7% | -167.7% | +14.3% |
| 3Y | +75.3% | +187.6% | -112.3% | +53.7% |
| 5Y | +105.8% | -22.6% | +128.5% | +102.8% |
| All | +105.8% | -23.2% | +129.0% | +102.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling