-11.6%
DAR vs ABCL
-41.3%
+29.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.7% |
| 7D | +1.4% | +0.7% | +0.6% | +1.2% |
| 30D | +12.8% | +93.1% | -80.3% | +2.1% |
| 3M | +7.4% | +79.4% | -72.1% | -2.9% |
| 6M | +22.3% | +214.9% | -192.6% | +0.5% |
| YTD | +81.1% | +234.2% | -153.1% | +45.7% |
| 1Y | +106.5% | +174.8% | -68.3% | +69.8% |
| 3Y | +5.3% | +104.5% | -99.2% | -14.1% |
| All | -11.6% | -41.3% | +29.7% | -23.1% |
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