-9.4%
DASH vs ABCL
-30.0%
+20.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -9.4% | 0.0% | -7.2% |
| 7D | +0.5% | -14.9% | +15.4% | +3.9% |
| 30D | -7.1% | -15.4% | +8.3% | -4.3% |
| 3M | -13.2% | +88.0% | -101.2% | -29.3% |
| 6M | +8.3% | +138.8% | -130.5% | -20.0% |
| YTD | -20.6% | +225.4% | -246.0% | -47.6% |
| 1Y | -24.4% | +137.3% | -161.7% | -45.6% |
| 3Y | +94.5% | +136.8% | -42.3% | +22.6% |
| 5Y | -9.4% | -26.2% | +16.8% | -21.7% |
| All | -9.4% | -30.0% | +20.6% | -21.7% |
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