-42.3%
ABSI price history and return analytics
+65.7%
-108.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -2.6% |
| 7D | -6.9% | -1.1% | -5.8% | -4.3% |
| 30D | -13.6% | -1.0% | -12.6% | -11.0% |
| 3M | +26.1% | +3.2% | +23.0% | +19.0% |
| 6M | +235.1% | +12.5% | +222.6% | +160.6% |
| YTD | +135.2% | +14.1% | +121.2% | +78.9% |
| 1Y | +199.6% | +18.9% | +180.7% | +111.6% |
| 3Y | +394.6% | +74.1% | +320.5% | +57.1% |
| All | -42.3% | +65.7% | -108.0% | -76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling