+91.9%
DIA vs ABCL
-79.6%
+171.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | +0.9% | +2.3% | -1.4% | +0.8% |
| 30D | +1.1% | -0.7% | +1.8% | +1.0% |
| 3M | -2.9% | +33.4% | -36.3% | -4.8% |
| 6M | +5.9% | +137.8% | -131.9% | -0.6% |
| YTD | +9.8% | +264.3% | -254.6% | 0.0% |
| 1Y | +11.7% | +209.2% | -197.5% | +2.6% |
| 3Y | +59.5% | +208.4% | -148.9% | +42.5% |
| 5Y | +57.5% | -11.9% | +69.4% | +45.2% |
| All | +91.9% | -79.6% | +171.5% | +78.6% |
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