+180.0%
DELL vs ABCL
+201.8%
-21.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | +0.1% |
| 7D | +17.1% | +4.4% | +12.7% | +15.5% |
| 30D | -35.1% | -7.9% | -27.2% | -33.5% |
| 3M | -23.3% | +12.2% | -35.5% | -25.8% |
| 6M | +55.8% | +134.7% | -78.9% | +19.9% |
| YTD | +198.0% | +239.8% | -41.8% | +107.4% |
| All | +180.0% | +201.8% | -21.8% | +100.4% |
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