+99.0%
DAL vs ABCL
-81.3%
+180.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.0% |
| 7D | +0.1% | +0.7% | -0.6% | 0.0% |
| 30D | -13.9% | +93.1% | -107.0% | -21.8% |
| 3M | +1.1% | +79.4% | -78.4% | -8.0% |
| 6M | +26.2% | +214.9% | -188.6% | +6.1% |
| YTD | +16.4% | +234.2% | -217.8% | -3.7% |
| 1Y | +33.9% | +174.8% | -140.9% | +12.2% |
| 3Y | +93.4% | +104.5% | -11.1% | +58.2% |
| 5Y | +106.4% | -39.0% | +145.4% | +75.5% |
| All | +99.0% | -81.3% | +180.2% | +73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling