+113.1%
VMC vs ABCL
-80.5%
+193.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.7% | -7.7% | -1.4% |
| 7D | +0.5% | -3.2% | +3.7% | +0.6% |
| 30D | +15.8% | -7.4% | +23.2% | +16.1% |
| 3M | +0.6% | +81.9% | -81.4% | -4.6% |
| 6M | -4.0% | +135.7% | -139.7% | -11.5% |
| YTD | -0.3% | +247.4% | -247.7% | -11.4% |
| 1Y | -0.5% | +162.3% | -162.8% | -9.8% |
| 3Y | +39.6% | +165.5% | -125.9% | +21.8% |
| 5Y | +50.1% | -21.3% | +71.3% | +36.2% |
| All | +113.1% | -80.5% | +193.7% | +114.8% |
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