+946.0%
DELL vs ABCL
-81.2%
+1,027.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.1% | -6.1% | -7.0% |
| 7D | +4.9% | -3.3% | +8.2% | +5.3% |
| 30D | -32.1% | -7.1% | -25.0% | -31.2% |
| 3M | -30.2% | +4.7% | -35.0% | -30.9% |
| 6M | +41.7% | +140.9% | -99.2% | +23.0% |
| YTD | +176.6% | +236.0% | -59.4% | +128.8% |
| 1Y | +159.9% | +217.4% | -57.5% | +116.4% |
| 3Y | +388.0% | +188.7% | +199.3% | +294.4% |
| 5Y | +578.2% | -23.5% | +601.7% | +475.6% |
| All | +946.0% | -81.2% | +1,027.1% | +788.3% |
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