+112.6%
VYM vs ABCL
-79.6%
+192.1%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.5% |
| 7D | +0.1% | +2.3% | -2.2% | 0.0% |
| 30D | +3.0% | -0.7% | +3.6% | +2.9% |
| 3M | -1.0% | +33.4% | -34.4% | -2.8% |
| 6M | +6.4% | +137.8% | -131.4% | +0.7% |
| YTD | +15.9% | +264.3% | -248.4% | +6.8% |
| 1Y | +18.7% | +209.2% | -190.4% | +10.2% |
| 3Y | +72.8% | +208.4% | -135.6% | +56.4% |
| 5Y | +71.2% | -11.9% | +83.1% | +59.2% |
| All | +112.6% | -79.6% | +192.1% | +101.7% |
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