+103.5%
V vs ABCL
-8.0%
+111.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +0.6% | +2.3% | -1.7% | +0.5% |
| 30D | +9.7% | -0.7% | +10.4% | +9.6% |
| 3M | +17.3% | +33.4% | -16.1% | +14.9% |
| 6M | +33.2% | +137.8% | -104.6% | +24.9% |
| YTD | +21.3% | +264.3% | -243.0% | +9.6% |
| 1Y | +27.3% | +209.2% | -181.8% | +16.3% |
| 3Y | +76.1% | +208.4% | -132.3% | +54.2% |
| 5Y | +103.5% | -11.9% | +115.3% | +95.8% |
| All | +103.5% | -8.0% | +111.4% | +95.8% |
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