+198.3%
VGT vs ABCL
-81.3%
+279.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | +1.0% | +0.7% | +0.3% | +0.9% |
| 30D | +1.3% | +93.1% | -91.8% | -7.4% |
| 3M | -1.1% | +79.4% | -80.6% | -9.4% |
| 6M | +32.6% | +214.9% | -182.2% | +12.5% |
| YTD | +29.0% | +234.2% | -205.2% | +7.8% |
| 1Y | +39.7% | +174.8% | -135.1% | +18.6% |
| 3Y | +120.9% | +104.5% | +16.5% | +84.7% |
| 5Y | +133.6% | -39.0% | +172.6% | +109.9% |
| All | +198.3% | -81.3% | +279.6% | +175.9% |
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