+54.9%
DBX vs ABCL
-81.3%
+136.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.3% |
| 7D | -2.4% | +0.7% | -3.1% | -2.5% |
| 30D | -0.5% | +93.1% | -93.6% | -6.6% |
| 3M | +28.1% | +79.4% | -51.4% | +20.3% |
| 6M | +33.1% | +214.9% | -181.8% | +18.1% |
| YTD | +25.3% | +234.2% | -208.9% | +9.9% |
| 1Y | +18.3% | +174.8% | -156.4% | +4.7% |
| 3Y | +25.0% | +104.5% | -79.5% | +9.3% |
| 5Y | +7.5% | -39.0% | +46.5% | +0.6% |
| All | +54.9% | -81.3% | +136.1% | +41.5% |
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