-29.5%
DG vs ABCL
-81.3%
+51.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.5% |
| 7D | +8.4% | +0.7% | +7.7% | +8.4% |
| 30D | +4.9% | +93.1% | -88.1% | +1.5% |
| 3M | +29.3% | +79.4% | -50.1% | +25.1% |
| 6M | -11.3% | +214.9% | -226.1% | -17.0% |
| YTD | +1.8% | +234.2% | -232.5% | -5.5% |
| 1Y | +25.3% | +174.8% | -149.4% | +17.0% |
| 3Y | +9.1% | +104.5% | -95.4% | +0.9% |
| 5Y | -34.9% | -39.0% | +4.1% | -38.7% |
| All | -29.5% | -81.3% | +51.8% | -31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling