+168.1%
DAL vs ABCL
+139.9%
+28.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -9.4% | +5.0% | -3.1% |
| 7D | +4.6% | -14.9% | +19.5% | +6.6% |
| 30D | +2.3% | -15.4% | +17.7% | +4.2% |
| 3M | -8.1% | +88.0% | -96.1% | -17.9% |
| 6M | +21.4% | +138.8% | -117.4% | +2.5% |
| YTD | +24.3% | +225.4% | -201.1% | -1.3% |
| 1Y | +47.4% | +137.3% | -89.9% | +22.3% |
| All | +168.1% | +139.9% | +28.2% | +97.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling