-7.8%
DAR vs ABCL
-80.5%
+72.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.7% | -7.7% | -1.8% |
| 7D | -9.9% | -3.2% | -6.8% | -9.7% |
| 30D | -16.4% | -7.4% | -9.0% | -15.9% |
| 3M | -17.1% | +81.9% | -99.0% | -24.3% |
| 6M | -20.5% | +135.7% | -156.2% | -31.0% |
| YTD | +39.4% | +247.4% | -208.0% | +13.0% |
| 1Y | +57.2% | +162.3% | -105.0% | +32.2% |
| 3Y | +13.9% | +165.5% | -151.6% | -9.4% |
| 5Y | -40.8% | -21.3% | -19.5% | -47.6% |
| All | -7.8% | -80.5% | +72.8% | -10.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling