+377.0%
DELL vs ABCL
+156.0%
+220.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.7% | -3.1% | +2.1% |
| 7D | -22.6% | -3.2% | -19.4% | -21.8% |
| 30D | -43.2% | -7.4% | -35.8% | -42.0% |
| 3M | -24.8% | +81.9% | -106.8% | -35.0% |
| 6M | +38.0% | +135.7% | -97.7% | +10.9% |
| YTD | +163.7% | +247.4% | -83.6% | +93.5% |
| 1Y | +122.5% | +162.3% | -39.7% | +72.0% |
| 3Y | +377.0% | +165.5% | +211.5% | +238.1% |
| All | +377.0% | +156.0% | +220.9% | +238.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling