+25.2%
VZ vs ABCL
+138.2%
-113.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.2% | +2.1% |
| 7D | +6.9% | -10.0% | +16.9% | +6.3% |
| 30D | +2.3% | -10.9% | +13.1% | +1.9% |
| 3M | 0.0% | +101.6% | -101.6% | +4.6% |
| 6M | +0.2% | +167.5% | -167.3% | +7.0% |
| YTD | +20.9% | +259.1% | -238.2% | +32.5% |
| 1Y | +25.2% | +152.2% | -126.9% | +37.2% |
| All | +25.2% | +138.2% | -113.0% | +37.2% |
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