+143.3%
DELL vs ABCL
+138.2%
+5.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.8% | -9.6% | -9.0% |
| 7D | -24.6% | -10.0% | -14.6% | -22.5% |
| 30D | -32.5% | -10.9% | -21.6% | -30.7% |
| 3M | -20.2% | +101.6% | -121.8% | -34.5% |
| 6M | +76.5% | +167.5% | -91.1% | +31.3% |
| YTD | +198.9% | +259.1% | -60.1% | +104.2% |
| 1Y | +143.3% | +152.2% | -8.8% | +83.9% |
| All | +143.3% | +138.2% | +5.1% | +83.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling