+19.8%
DAR vs ABCL
-81.3%
+101.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.7% |
| 7D | +1.4% | +0.7% | +0.6% | +1.3% |
| 30D | +12.8% | +93.1% | -80.3% | +2.8% |
| 3M | +7.4% | +79.4% | -72.1% | -2.1% |
| 6M | +22.3% | +214.9% | -192.6% | +2.1% |
| YTD | +81.1% | +234.2% | -153.1% | +48.4% |
| 1Y | +106.5% | +174.8% | -68.3% | +72.6% |
| 3Y | +5.3% | +104.5% | -99.2% | -12.9% |
| 5Y | -11.5% | -39.0% | +27.5% | -19.9% |
| All | +19.8% | -81.3% | +101.1% | +18.3% |
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