+49.9%
VG vs ABCL
+127.6%
-77.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.4% | +5.4% | -3.8% |
| 7D | -22.0% | -14.9% | -7.1% | -21.8% |
| 30D | -14.7% | -15.4% | +0.6% | -14.6% |
| 3M | -7.1% | +88.0% | -95.1% | -7.3% |
| 6M | -11.2% | +138.8% | -150.0% | -8.5% |
| YTD | +69.8% | +225.4% | -155.6% | +63.7% |
| 1Y | +49.9% | +137.3% | -87.5% | +57.0% |
| All | +49.9% | +127.6% | -77.7% | +57.0% |
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