-22.2%
DOC vs ABCL
-30.0%
+7.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.4% | +9.1% | +0.4% |
| 7D | +6.2% | -14.9% | +21.1% | +7.3% |
| 30D | +6.5% | -15.4% | +21.8% | +7.5% |
| 3M | -6.2% | +88.0% | -94.2% | -12.2% |
| 6M | +25.6% | +138.8% | -113.3% | +13.9% |
| YTD | +32.1% | +225.4% | -193.4% | +15.5% |
| 1Y | +20.3% | +137.3% | -117.0% | +8.1% |
| 3Y | +42.7% | +136.8% | -94.1% | +23.8% |
| 5Y | -22.2% | -26.2% | +4.1% | -29.7% |
| All | -22.2% | -30.0% | +7.9% | -29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling