-99.9%
DFNS vs ABCL
+109.3%
-209.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.7% |
| 7D | -16.0% | +0.7% | -16.7% | -16.0% |
| 30D | -77.7% | +93.1% | -170.8% | -79.1% |
| 3M | -77.2% | +79.4% | -156.6% | -78.3% |
| 6M | -95.2% | +214.9% | -310.1% | -95.4% |
| YTD | -98.0% | +234.2% | -332.2% | -98.1% |
| 1Y | -98.3% | +174.8% | -273.0% | -98.3% |
| All | -99.9% | +109.3% | -209.2% | -99.9% |
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