+191.6%
DE vs ABCL
-79.5%
+271.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.2% | -2.3% | +2.6% |
| 7D | +3.5% | +12.4% | -8.9% | +2.7% |
| 30D | +11.3% | -0.4% | +11.7% | +11.1% |
| 3M | +11.6% | +80.4% | -68.8% | +5.6% |
| 6M | +20.9% | +138.5% | -117.7% | +10.7% |
| YTD | +49.7% | +265.5% | -215.8% | +30.9% |
| 1Y | +49.5% | +219.7% | -170.2% | +32.1% |
| 3Y | +94.7% | +209.4% | -114.7% | +65.5% |
| 5Y | +107.4% | -15.0% | +122.4% | +88.9% |
| All | +191.6% | -79.5% | +271.1% | +190.0% |
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