+191.9%
DE vs ABCL
-81.3%
+273.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | +10.0% | +0.7% | +9.3% | +10.0% |
| 30D | +13.3% | +93.1% | -79.8% | +6.8% |
| 3M | +17.5% | +79.4% | -61.9% | +10.9% |
| 6M | +13.6% | +214.9% | -201.3% | +1.5% |
| YTD | +49.8% | +234.2% | -184.4% | +32.4% |
| 1Y | +47.9% | +174.8% | -126.9% | +31.8% |
| 3Y | +72.5% | +104.5% | -31.9% | +51.7% |
| 5Y | +90.2% | -39.0% | +129.2% | +76.2% |
| All | +191.9% | -81.3% | +273.1% | +193.2% |
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 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