+28.9%
DOV vs ABCL
-23.2%
+52.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -1.1% |
| 7D | +3.4% | +4.4% | -1.0% | +3.0% |
| 30D | +8.8% | -7.9% | +16.7% | +9.4% |
| 3M | +0.9% | +12.2% | -11.3% | -1.0% |
| 6M | -2.8% | +134.7% | -137.6% | -13.6% |
| YTD | +8.1% | +239.8% | -231.7% | -9.1% |
| 1Y | +15.2% | +192.7% | -177.4% | -1.5% |
| 3Y | +64.5% | +187.6% | -123.1% | +32.5% |
| 5Y | +28.9% | -22.6% | +51.5% | +13.5% |
| All | +28.9% | -23.2% | +52.1% | +13.5% |
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