+180.1%
VGT vs ABCL
-80.4%
+260.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.1% | +7.0% | +3.4% |
| 7D | -1.6% | -2.7% | +1.1% | -1.3% |
| 30D | -10.1% | -5.4% | -4.7% | -9.7% |
| 3M | -5.3% | +22.4% | -27.7% | -8.1% |
| 6M | +0.2% | +127.6% | -127.4% | -11.6% |
| YTD | +21.1% | +249.4% | -228.3% | +0.3% |
| 1Y | +18.2% | +198.0% | -179.8% | -0.4% |
| 3Y | +107.4% | +195.8% | -88.4% | +65.8% |
| 5Y | +111.5% | -20.6% | +132.1% | +87.0% |
| All | +180.1% | -80.4% | +260.5% | +156.7% |
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 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