-100.0%
DFNS vs ABCL
-80.5%
-19.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +6.7% | -19.0% | -12.7% |
| 7D | -44.0% | -3.2% | -40.8% | -43.9% |
| 30D | -69.1% | -7.4% | -61.7% | -68.9% |
| 3M | -95.6% | +81.9% | -177.6% | -95.8% |
| 6M | -96.2% | +135.7% | -231.9% | -96.3% |
| YTD | -99.6% | +247.4% | -347.0% | -99.6% |
| 1Y | -99.7% | +162.3% | -262.0% | -99.8% |
| 3Y | -100.0% | +165.5% | -265.5% | -100.0% |
| 5Y | -100.0% | -21.3% | -78.7% | -100.0% |
| All | -100.0% | -80.5% | -19.4% | -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