+137.5%
DGX vs ABCL
-79.6%
+217.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +4.6% | +2.3% | +2.3% | +4.5% |
| 30D | +11.9% | -0.7% | +12.6% | +11.8% |
| 3M | +9.2% | +33.4% | -24.2% | +8.1% |
| 6M | +39.0% | +137.8% | -98.8% | +34.7% |
| YTD | +51.4% | +264.3% | -212.9% | +44.4% |
| 1Y | +42.6% | +209.2% | -166.6% | +36.6% |
| 3Y | +105.9% | +208.4% | -102.5% | +93.4% |
| 5Y | +96.6% | -11.9% | +108.5% | +89.2% |
| All | +137.5% | -79.6% | +217.1% | +132.5% |
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