+114.5%
VYM vs ABCL
-81.2%
+195.7%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | -0.1% |
| 7D | +3.7% | -3.3% | +7.0% | +3.8% |
| 30D | +3.7% | -7.1% | +10.8% | +3.9% |
| 3M | -0.7% | +4.7% | -5.5% | -1.3% |
| 6M | +7.2% | +140.9% | -133.7% | +1.4% |
| YTD | +16.9% | +236.0% | -219.0% | +8.1% |
| 1Y | +19.6% | +217.4% | -197.8% | +10.9% |
| 3Y | +74.6% | +188.7% | -114.1% | +58.5% |
| 5Y | +72.3% | -23.5% | +95.8% | +60.9% |
| All | +114.5% | -81.2% | +195.7% | +104.3% |
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