+100.2%
DAL vs ABCL
-30.0%
+130.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -9.4% | +5.0% | -2.9% |
| 7D | +4.6% | -14.9% | +19.5% | +7.0% |
| 30D | +2.3% | -15.4% | +17.7% | +4.5% |
| 3M | -8.1% | +88.0% | -96.1% | -19.3% |
| 6M | +21.4% | +138.8% | -117.4% | +0.3% |
| YTD | +24.3% | +225.4% | -201.1% | -4.1% |
| 1Y | +47.4% | +137.3% | -89.9% | +19.6% |
| 3Y | +164.6% | +136.8% | +27.8% | +96.8% |
| 5Y | +100.2% | -26.2% | +126.5% | +72.4% |
| All | +100.2% | -30.0% | +130.3% | +72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling