+17.6%
VYM vs ABCL
+152.1%
-134.5%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.4% | +0.5% |
| 7D | -0.8% | -4.7% | +3.9% | -0.7% |
| 30D | -2.2% | +5.2% | -7.4% | -2.5% |
| 3M | +3.1% | +106.6% | -103.6% | -0.3% |
| 6M | +9.7% | +198.4% | -188.6% | +3.6% |
| YTD | +14.9% | +218.4% | -203.5% | +7.5% |
| 1Y | +17.6% | +136.2% | -118.7% | +11.8% |
| All | +17.6% | +152.1% | -134.5% | +11.8% |
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 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