+89.7%
V vs ABCL
-81.3%
+171.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.9% |
| 7D | -1.7% | +0.7% | -2.4% | -1.7% |
| 30D | +2.0% | +93.1% | -91.1% | -1.0% |
| 3M | +17.4% | +79.4% | -62.1% | +14.0% |
| 6M | +17.5% | +214.9% | -197.4% | +10.9% |
| YTD | +7.6% | +234.2% | -226.6% | +1.0% |
| 1Y | +7.7% | +174.8% | -167.0% | +1.6% |
| 3Y | +54.7% | +104.5% | -49.8% | +44.7% |
| 5Y | +73.0% | -39.0% | +112.1% | +63.3% |
| All | +89.7% | -81.3% | +171.0% | +76.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling