-8.2%
ABX price history and return analytics
+57.0%
-65.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | +0.3% | +2.4% | -2.0% | -0.6% |
| 30D | +14.0% | -1.5% | +15.5% | +14.7% |
| 3M | +3.4% | -4.1% | +7.5% | +5.2% |
| 6M | -4.8% | +0.6% | -5.3% | -4.9% |
| YTD | +3.0% | +11.0% | -8.0% | -0.7% |
| 1Y | +40.4% | +13.3% | +27.0% | +34.5% |
| 3Y | +35.1% | +73.4% | -38.3% | +21.3% |
| All | -8.2% | +57.0% | -65.2% | -17.5% |
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 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