+35.0%
VICI vs ABCL
-81.2%
+116.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +2.0% | +0.9% |
| 7D | +0.9% | -3.3% | +4.2% | +1.0% |
| 30D | +9.0% | -7.1% | +16.1% | +9.2% |
| 3M | -3.2% | +4.7% | -8.0% | -3.9% |
| 6M | -8.1% | +140.9% | -149.0% | -13.7% |
| YTD | -6.3% | +236.0% | -242.3% | -14.5% |
| 1Y | -12.1% | +217.4% | -229.5% | -19.5% |
| 3Y | +6.4% | +188.7% | -182.3% | -5.2% |
| 5Y | +14.9% | -23.5% | +38.4% | +8.3% |
| All | +35.0% | -81.2% | +116.2% | +34.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling