+23.9%
VZ vs ABCL
+127.6%
-103.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.4% | +9.3% | -0.7% |
| 7D | +5.6% | -14.9% | +20.5% | +4.7% |
| 30D | +1.9% | -15.4% | +17.2% | +1.1% |
| 3M | +0.8% | +88.0% | -87.2% | +5.0% |
| 6M | +0.6% | +138.8% | -138.2% | +6.6% |
| YTD | +20.8% | +225.4% | -204.7% | +31.4% |
| 1Y | +23.9% | +137.3% | -113.4% | +35.6% |
| All | +23.9% | +127.6% | -103.7% | +35.6% |
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 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