-51.7%
ABR price history and return analytics
+77.9%
-129.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +3.8% | +0.4% | +3.3% | +3.3% |
| 30D | +4.9% | +1.0% | +4.0% | +3.9% |
| 3M | -2.4% | +2.4% | -4.8% | -5.0% |
| 6M | -34.6% | +12.0% | -46.6% | -42.4% |
| YTD | -25.4% | +15.3% | -40.7% | -36.6% |
| 1Y | -49.6% | +22.6% | -72.1% | -60.0% |
| All | -51.7% | +77.9% | -129.5% | -78.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling