+23.0%
DG vs ABCL
+139.9%
-116.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -9.4% | +6.8% | -2.4% |
| 7D | +6.1% | -14.9% | +21.0% | +6.5% |
| 30D | +11.9% | -15.4% | +27.3% | +12.3% |
| 3M | +9.3% | +88.0% | -78.8% | +6.1% |
| 6M | +19.1% | +138.8% | -119.7% | +13.3% |
| YTD | +5.9% | +225.4% | -219.5% | -1.5% |
| 1Y | +39.8% | +137.3% | -97.5% | +31.7% |
| All | +23.0% | +139.9% | -116.8% | +12.4% |
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