+9.0%
VZ vs ABCL
-80.5%
+89.5%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.7% | -7.7% | -0.9% |
| 7D | +2.1% | -3.2% | +5.3% | +2.1% |
| 30D | +1.4% | -7.4% | +8.8% | +1.4% |
| 3M | -1.3% | +81.9% | -83.2% | -1.4% |
| 6M | -0.5% | +135.7% | -136.2% | -0.8% |
| YTD | +19.6% | +247.4% | -227.7% | +18.8% |
| 1Y | +22.4% | +162.3% | -139.9% | +21.9% |
| 3Y | +55.9% | +165.5% | -109.6% | +54.6% |
| 5Y | +20.4% | -21.3% | +41.7% | +19.3% |
| All | +9.0% | -80.5% | +89.5% | +7.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling