+124.0%
VUG vs ABCL
-81.3%
+205.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.4% |
| 7D | -0.1% | +0.7% | -0.8% | -0.2% |
| 30D | -0.3% | +93.1% | -93.4% | -7.6% |
| 3M | -0.7% | +79.4% | -80.1% | -7.8% |
| 6M | +14.6% | +214.9% | -200.3% | -0.5% |
| YTD | +9.0% | +234.2% | -225.2% | -6.7% |
| 1Y | +14.9% | +174.8% | -159.9% | -0.4% |
| 3Y | +86.0% | +104.5% | -18.4% | +59.2% |
| 5Y | +76.7% | -39.0% | +115.7% | +61.3% |
| All | +124.0% | -81.3% | +205.3% | +109.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling