-27.0%
DG vs ABCL
-79.6%
+52.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +5.2% | +2.3% | +2.9% | +5.1% |
| 30D | +7.9% | -0.7% | +8.6% | +7.8% |
| 3M | +12.7% | +33.4% | -20.7% | +10.9% |
| 6M | +22.4% | +137.8% | -115.4% | +16.3% |
| YTD | +5.4% | +264.3% | -258.9% | -2.7% |
| 1Y | +39.4% | +209.2% | -169.8% | +29.7% |
| 3Y | +24.1% | +208.4% | -184.3% | +12.6% |
| 5Y | -32.2% | -11.9% | -20.3% | -36.7% |
| All | -27.0% | -79.6% | +52.6% | -29.0% |
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