+697.3%
DELL vs ABCL
+109.3%
+588.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.7% |
| 7D | +14.9% | +0.7% | +14.2% | +14.8% |
| 30D | +13.3% | +93.1% | -79.8% | -3.0% |
| 3M | +24.4% | +79.4% | -55.0% | +6.8% |
| 6M | +258.0% | +214.9% | +43.1% | +174.4% |
| YTD | +320.2% | +234.2% | +86.0% | +214.9% |
| 1Y | +319.1% | +174.8% | +144.3% | +225.0% |
| All | +697.3% | +109.3% | +588.0% | +473.5% |
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