+35.6%
DAR vs ABCL
+189.1%
-153.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.8% | +4.9% | +2.5% |
| 7D | +9.2% | +4.4% | +4.8% | +8.6% |
| 30D | -12.3% | -7.9% | -4.4% | -11.8% |
| 3M | -12.7% | +12.2% | -24.9% | -14.7% |
| 6M | -12.8% | +134.7% | -147.5% | -23.4% |
| YTD | +53.8% | +239.8% | -186.0% | +26.1% |
| 1Y | +60.3% | +192.7% | -132.4% | +34.2% |
| All | +35.6% | +189.1% | -153.4% | +8.7% |
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