+47.4%
DD vs ABCL
+104.5%
-57.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | -3.5% | +0.7% | -4.2% | -3.6% |
| 30D | -10.3% | +93.1% | -103.4% | -16.9% |
| 3M | -7.5% | +79.4% | -87.0% | -14.3% |
| 6M | -8.0% | +214.9% | -222.9% | -20.9% |
| YTD | +10.5% | +234.2% | -223.7% | -6.5% |
| 1Y | +38.3% | +174.8% | -136.5% | +18.1% |
| All | +47.4% | +104.5% | -57.1% | +18.2% |
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