-28.8%
DG vs ABCL
-80.5%
+51.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +6.7% | -9.8% | -3.3% |
| 7D | +1.1% | -3.2% | +4.3% | +1.2% |
| 30D | +9.5% | -7.4% | +16.9% | +9.6% |
| 3M | +5.5% | +81.9% | -76.5% | +2.1% |
| 6M | +16.1% | +135.7% | -119.6% | +10.2% |
| YTD | +2.7% | +247.4% | -244.7% | -5.0% |
| 1Y | +42.1% | +162.3% | -120.2% | +33.1% |
| 3Y | +19.3% | +165.5% | -146.2% | +8.9% |
| 5Y | -35.3% | -21.3% | -14.1% | -39.5% |
| All | -28.8% | -80.5% | +51.7% | -30.7% |
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