+635.9%
VLO vs ABCL
-79.5%
+715.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.2% | -2.2% | +2.7% |
| 7D | -6.5% | +12.4% | -18.9% | -7.0% |
| 30D | -17.8% | -0.4% | -17.4% | -17.9% |
| 3M | +19.6% | +80.4% | -60.8% | +15.2% |
| 6M | +49.3% | +138.5% | -89.3% | +41.1% |
| YTD | +122.4% | +265.5% | -143.1% | +103.6% |
| 1Y | +107.4% | +219.7% | -112.2% | +91.3% |
| 3Y | +223.1% | +209.4% | +13.7% | +189.1% |
| 5Y | +432.2% | -15.0% | +447.2% | +395.1% |
| All | +635.9% | -79.5% | +715.4% | +616.0% |
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 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