+55.8%
DOCS vs ABCL
+139.9%
-84.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -9.4% | +5.1% | -3.1% |
| 7D | -1.3% | -14.9% | +13.6% | +0.5% |
| 30D | +19.4% | -15.4% | +34.8% | +21.5% |
| 3M | +53.4% | +88.0% | -34.6% | +37.8% |
| 6M | +28.8% | +138.8% | -110.1% | +9.6% |
| YTD | -25.1% | +225.4% | -250.5% | -39.8% |
| 1Y | -48.1% | +137.3% | -185.5% | -56.1% |
| All | +55.8% | +139.9% | -84.1% | +27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling