+44.4%
VMC vs ABCL
-23.2%
+67.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -1.2% |
| 7D | -1.7% | +4.4% | -6.1% | -2.1% |
| 30D | +15.3% | -7.9% | +23.1% | +15.7% |
| 3M | +0.3% | +12.2% | -11.9% | -1.5% |
| 6M | +0.9% | +134.7% | -133.9% | -8.9% |
| YTD | -1.0% | +239.8% | -240.8% | -14.7% |
| 1Y | -4.3% | +192.7% | -197.0% | -16.4% |
| 3Y | +35.3% | +187.6% | -152.3% | +12.3% |
| 5Y | +44.4% | -22.6% | +67.0% | +26.9% |
| All | +44.4% | -23.2% | +67.6% | +26.9% |
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