-5.2%
DAR vs ABCL
-79.6%
+74.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -21.7% |
| 6M | -18.3% | +137.8% | -156.1% | -29.1% |
| YTD | +43.2% | +264.3% | -221.1% | +15.4% |
| 1Y | +57.7% | +209.2% | -151.5% | +29.9% |
| 3Y | +22.7% | +208.4% | -185.7% | -4.2% |
| 5Y | -34.0% | -11.9% | -22.1% | -42.2% |
| All | -5.2% | -79.6% | +74.4% | -8.0% |
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 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