-1.7%
VICR vs ABCL
-26.2%
+24.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -3.1% |
| 7D | +8.3% | -3.3% | +11.6% | +9.4% |
| 30D | -35.2% | -7.1% | -28.1% | -33.1% |
| 3M | -29.8% | +4.7% | -34.6% | -30.5% |
| 6M | -48.6% | +140.9% | -189.5% | -62.0% |
| YTD | +45.1% | +236.0% | -190.8% | -3.9% |
| 1Y | +79.6% | +217.4% | -137.8% | +20.5% |
| 3Y | +335.4% | +188.7% | +146.7% | +169.5% |
| All | -1.7% | -26.2% | +24.5% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling