+88.0%
DOV vs ABCL
-80.4%
+168.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +0.5% |
| 7D | -0.1% | -2.7% | +2.6% | +0.1% |
| 30D | +11.3% | -5.4% | +16.7% | +11.5% |
| 3M | +2.2% | +22.4% | -20.3% | +0.1% |
| 6M | -2.9% | +127.6% | -130.6% | -10.7% |
| YTD | +9.6% | +249.4% | -239.8% | -3.5% |
| 1Y | +16.7% | +198.0% | -181.4% | +4.0% |
| 3Y | +66.9% | +195.8% | -128.9% | +42.9% |
| 5Y | +32.0% | -20.6% | +52.6% | +17.7% |
| All | +88.0% | -80.4% | +168.4% | +71.6% |
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 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