+17.7%
VZ vs ABCL
-81.3%
+99.0%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.9% |
| 7D | +0.1% | +0.7% | -0.6% | +0.1% |
| 30D | +7.9% | +93.1% | -85.2% | +7.8% |
| 3M | +13.6% | +79.4% | -65.8% | +13.6% |
| 6M | +1.1% | +214.9% | -213.8% | +0.5% |
| YTD | +29.3% | +234.2% | -204.9% | +28.4% |
| 1Y | +21.2% | +174.8% | -153.5% | +20.6% |
| 3Y | +75.9% | +104.5% | -28.6% | +74.9% |
| 5Y | +24.1% | -39.0% | +63.1% | +22.5% |
| All | +17.7% | -81.3% | +99.0% | +16.3% |
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