+263.0%
ABFL price history and return analytics
+218.1%
+44.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.6% | +0.6% |
| 7D | -2.0% | -0.7% | -1.3% | -1.3% |
| 30D | -4.3% | -1.7% | -2.6% | -2.7% |
| 3M | -6.9% | -2.3% | -4.6% | -4.7% |
| 6M | -3.4% | +1.5% | -5.0% | -4.8% |
| YTD | +9.8% | +12.0% | -2.3% | -1.8% |
| 1Y | +8.5% | +12.9% | -4.4% | -3.6% |
| 3Y | +52.0% | +74.9% | -23.0% | -11.6% |
| 5Y | +52.1% | +59.9% | -7.8% | -3.5% |
| 10Y | +249.7% | +224.6% | +25.0% | +15.4% |
| All | +263.0% | +218.1% | +44.9% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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