-32.3%
DG vs ABCL
-81.2%
+48.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | -2.5% | +1.4% | -3.9% | -2.5% |
| 30D | +1.0% | +65.1% | -64.1% | -1.5% |
| 3M | +20.3% | +111.1% | -90.8% | +15.5% |
| 6M | -11.7% | +231.6% | -243.3% | -17.6% |
| YTD | -2.3% | +234.5% | -236.8% | -9.2% |
| 1Y | +20.0% | +174.3% | -154.3% | +12.1% |
| 3Y | +7.2% | +111.5% | -104.2% | -0.9% |
| 5Y | -37.9% | -37.3% | -0.7% | -41.6% |
| All | -32.3% | -81.2% | +48.9% | -33.8% |
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