+186.5%
DE vs ABCL
-81.2%
+267.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.9% |
| 7D | +0.7% | +1.4% | -0.7% | +0.6% |
| 30D | +9.6% | +65.1% | -55.4% | +4.8% |
| 3M | +19.0% | +111.1% | -92.1% | +10.8% |
| 6M | +16.1% | +231.6% | -215.5% | +3.3% |
| YTD | +47.0% | +234.5% | -187.5% | +29.9% |
| 1Y | +43.1% | +174.3% | -131.2% | +27.6% |
| 3Y | +77.5% | +111.5% | -34.0% | +55.7% |
| 5Y | +96.4% | -37.3% | +133.6% | +81.6% |
| All | +186.5% | -81.2% | +267.7% | +187.8% |
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