-50.3%
DOCS vs ABCL
-48.7%
-1.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.5% |
| 7D | -1.4% | +0.7% | -2.1% | -1.6% |
| 30D | +21.8% | +93.1% | -71.3% | +1.7% |
| 3M | +27.3% | +79.4% | -52.1% | +6.2% |
| 6M | -0.3% | +214.9% | -215.2% | -28.8% |
| YTD | -40.5% | +234.2% | -274.7% | -59.0% |
| 1Y | -61.5% | +174.8% | -236.3% | -72.5% |
| 3Y | +8.2% | +104.5% | -96.3% | -22.3% |
| 5Y | -73.4% | -39.0% | -34.4% | -75.3% |
| All | -50.3% | -48.7% | -1.6% | -47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling