+44.1%
DBX vs ABCL
-79.6%
+123.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.5% |
| 7D | -7.3% | +2.3% | -9.6% | -7.6% |
| 30D | -5.7% | -0.7% | -5.0% | -5.9% |
| 3M | -6.3% | +33.4% | -39.7% | -9.2% |
| 6M | +12.1% | +137.8% | -125.7% | +1.9% |
| YTD | +16.5% | +264.3% | -247.8% | +1.0% |
| 1Y | +6.1% | +209.2% | -203.1% | -6.8% |
| 3Y | +21.8% | +208.4% | -186.7% | +1.6% |
| 5Y | +19.1% | -11.9% | +31.0% | +9.0% |
| All | +44.1% | -79.6% | +123.6% | +30.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling