+1.9%
VUG vs ABCL
+198.8%
-196.9%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -1.2% | +2.3% | -3.5% | -1.4% |
| 30D | -8.9% | -0.7% | -8.2% | -8.9% |
| 3M | -5.9% | +33.4% | -39.3% | -8.4% |
| 6M | -3.3% | +137.8% | -141.1% | -11.7% |
| YTD | +3.4% | +264.3% | -260.9% | -12.2% |
| 1Y | +1.9% | +209.2% | -207.3% | -11.2% |
| All | +1.9% | +198.8% | -196.9% | -11.2% |
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