+114.8%
VMC vs ABCL
-80.4%
+195.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.8% |
| 7D | -4.3% | -2.7% | -1.6% | -4.2% |
| 30D | +16.2% | -5.4% | +21.6% | +16.4% |
| 3M | -0.8% | +22.4% | -23.3% | -2.8% |
| 6M | +1.2% | +127.6% | -126.5% | -6.4% |
| YTD | +0.5% | +249.4% | -249.0% | -10.7% |
| 1Y | -2.9% | +198.0% | -200.9% | -12.7% |
| 3Y | +37.3% | +195.8% | -158.4% | +19.0% |
| 5Y | +48.8% | -20.6% | +69.4% | +35.0% |
| All | +114.8% | -80.4% | +195.2% | +116.4% |
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