+123.0%
DASH vs ABCL
+164.7%
-41.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.8% | +7.5% | +8.2% |
| 7D | +17.2% | -10.0% | +27.1% | +18.3% |
| 30D | +3.6% | -10.9% | +14.4% | +4.5% |
| 3M | -1.9% | +101.6% | -103.5% | -12.1% |
| 6M | +15.1% | +167.5% | -152.5% | -2.3% |
| YTD | -12.3% | +259.1% | -271.4% | -29.5% |
| 1Y | -17.2% | +152.2% | -169.4% | -30.3% |
| All | +123.0% | +164.7% | -41.6% | +69.0% |
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 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