+120.5%
DAL vs ABCL
-12.4%
+132.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.5% |
| 7D | +10.7% | +2.3% | +8.4% | +10.3% |
| 30D | +12.5% | -0.7% | +13.2% | +12.1% |
| 3M | +3.6% | +33.4% | -29.8% | -2.3% |
| 6M | +26.7% | +137.8% | -111.1% | +5.1% |
| YTD | +34.3% | +264.3% | -230.1% | +1.7% |
| 1Y | +59.1% | +209.2% | -150.1% | +23.8% |
| 3Y | +179.9% | +208.4% | -28.6% | +98.3% |
| All | +120.5% | -12.4% | +132.8% | +86.9% |
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