+2.7%
VUG vs ABCL
+199.8%
-197.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.2% | -2.4% | +2.3% |
| 7D | +0.5% | +12.4% | -11.9% | -0.5% |
| 30D | -8.2% | -0.4% | -7.8% | -8.3% |
| 3M | -5.4% | +80.4% | -85.8% | -10.3% |
| 6M | -2.5% | +138.5% | -141.1% | -11.1% |
| YTD | +4.2% | +265.5% | -261.3% | -11.6% |
| All | +2.7% | +199.8% | -197.1% | -10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling