+138.6%
DGX vs ABCL
-81.0%
+219.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.1% | +0.4% |
| 7D | +1.9% | +4.4% | -2.5% | +1.8% |
| 30D | +12.7% | -7.9% | +20.5% | +12.8% |
| 3M | +9.6% | +12.2% | -2.6% | +9.0% |
| 6M | +37.6% | +134.7% | -97.2% | +33.4% |
| YTD | +52.1% | +239.8% | -187.6% | +45.3% |
| 1Y | +41.3% | +192.7% | -151.4% | +35.6% |
| 3Y | +106.9% | +187.6% | -80.7% | +94.6% |
| 5Y | +90.7% | -22.6% | +113.3% | +83.9% |
| All | +138.6% | -81.0% | +219.6% | +134.0% |
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