+115.4%
DAL vs ABCL
-81.0%
+196.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.8% | -2.5% | -4.9% |
| 7D | +1.4% | +4.4% | -3.0% | +0.9% |
| 30D | +9.1% | -7.9% | +16.9% | +9.8% |
| 3M | -3.5% | +12.2% | -15.7% | -5.7% |
| 6M | +23.4% | +134.7% | -111.4% | +7.3% |
| YTD | +26.0% | +239.8% | -213.7% | +3.5% |
| 1Y | +44.6% | +192.7% | -148.1% | +20.8% |
| 3Y | +162.7% | +187.6% | -24.9% | +106.7% |
| 5Y | +113.0% | -22.6% | +135.6% | +80.0% |
| All | +115.4% | -81.0% | +196.4% | +86.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling