+92.9%
DIA vs ABCL
-80.4%
+173.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +0.7% |
| 7D | -1.6% | -2.7% | +1.1% | -1.5% |
| 30D | +1.3% | -5.4% | +6.7% | +1.4% |
| 3M | -2.1% | +22.4% | -24.5% | -3.6% |
| 6M | +6.2% | +127.6% | -121.4% | 0.0% |
| YTD | +10.3% | +249.4% | -239.1% | +0.7% |
| 1Y | +11.0% | +198.0% | -187.0% | +2.2% |
| 3Y | +60.4% | +195.8% | -135.4% | +43.6% |
| 5Y | +59.1% | -20.6% | +79.7% | +46.9% |
| All | +92.9% | -80.4% | +173.3% | +80.0% |
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