+52.5%
DAL vs ABCL
+152.2%
-99.8%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.7% | -4.6% | +1.5% |
| 7D | +8.8% | -3.2% | +12.0% | +9.0% |
| 30D | +5.4% | -7.4% | +12.8% | +5.9% |
| 3M | -4.9% | +81.9% | -86.9% | -12.8% |
| 6M | +19.8% | +135.7% | -115.9% | +1.9% |
| YTD | +27.0% | +247.4% | -220.4% | -0.9% |
| 1Y | +52.5% | +162.3% | -109.8% | +22.3% |
| All | +52.5% | +152.2% | -99.8% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling