+145.3%
DELL vs ABCL
+199.8%
-54.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.2% | +0.2% | +3.9% |
| 7D | -11.8% | +12.4% | -24.2% | -14.3% |
| 30D | -40.8% | -0.4% | -40.5% | -40.6% |
| 3M | -23.6% | +80.4% | -104.0% | -34.9% |
| 6M | +33.4% | +138.5% | -105.2% | +1.5% |
| YTD | +178.0% | +265.5% | -87.5% | +86.7% |
| All | +145.3% | +199.8% | -54.5% | +79.1% |
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