-100.0%
DFNS vs ABCL
-81.2%
-18.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.1% | -4.4% | -5.4% |
| 7D | -6.0% | -3.3% | -2.7% | -5.8% |
| 30D | -71.2% | -7.1% | -64.1% | -71.0% |
| 3M | -94.5% | +4.7% | -99.3% | -94.5% |
| 6M | -96.5% | +140.9% | -237.4% | -96.7% |
| YTD | -99.6% | +236.0% | -335.6% | -99.6% |
| 1Y | -99.7% | +217.4% | -317.1% | -99.7% |
| 3Y | -100.0% | +188.7% | -288.7% | -100.0% |
| 5Y | -100.0% | -23.5% | -76.5% | -100.0% |
| All | -100.0% | -81.2% | -18.8% | -100.0% |
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