+92.4%
DIA vs ABCL
-81.2%
+173.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | +2.1% | -3.3% | +5.4% | +2.3% |
| 30D | +1.5% | -7.1% | +8.6% | +1.7% |
| 3M | -2.4% | +4.7% | -7.2% | -3.1% |
| 6M | +6.0% | +140.9% | -134.9% | -0.6% |
| YTD | +10.1% | +236.0% | -225.9% | +0.7% |
| 1Y | +11.8% | +217.4% | -205.6% | +2.5% |
| 3Y | +59.7% | +188.7% | -129.0% | +43.2% |
| 5Y | +57.9% | -23.5% | +81.4% | +46.2% |
| All | +92.4% | -81.2% | +173.6% | +79.9% |
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