+115.6%
DGX vs ABCL
-81.9%
+197.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.1% |
| 7D | -2.2% | -2.7% | +0.5% | -2.1% |
| 30D | -0.9% | +18.3% | -19.2% | -1.4% |
| 3M | +15.6% | +108.5% | -92.9% | +12.8% |
| 6M | +17.8% | +213.9% | -196.1% | +13.2% |
| YTD | +37.5% | +223.1% | -185.6% | +31.7% |
| 1Y | +31.2% | +160.6% | -129.5% | +26.0% |
| 3Y | +96.6% | +104.3% | -7.7% | +87.6% |
| 5Y | +64.9% | -40.0% | +105.0% | +59.6% |
| All | +115.6% | -81.9% | +197.5% | +112.0% |
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