+109.8%
DD vs ABCL
-79.6%
+189.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | +2.2% | +2.3% | -0.1% | +2.0% |
| 30D | +20.7% | -0.7% | +21.4% | +20.5% |
| 3M | +11.3% | +33.4% | -22.1% | +7.9% |
| 6M | +6.0% | +137.8% | -131.8% | -4.0% |
| YTD | +31.7% | +264.3% | -232.6% | +13.7% |
| 1Y | +32.2% | +209.2% | -176.9% | +15.8% |
| 3Y | +92.7% | +208.4% | -115.7% | +61.5% |
| 5Y | +72.1% | -11.9% | +84.0% | +51.4% |
| All | +109.8% | -79.6% | +189.4% | +94.1% |
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