+26.3%
DAR vs ABCL
+210.0%
-183.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | -3.8% | +2.3% | -6.1% | -4.1% |
| 30D | -14.4% | -0.7% | -13.7% | -14.6% |
| 3M | -17.9% | +33.4% | -51.3% | -21.3% |
| 6M | -18.3% | +137.8% | -156.1% | -28.2% |
| YTD | +43.2% | +264.3% | -221.1% | +16.6% |
| 1Y | +57.7% | +209.2% | -151.5% | +31.4% |
| All | +26.3% | +210.0% | -183.6% | +0.5% |
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