+48.3%
DOW vs ABCL
+152.2%
-103.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.7% | -8.6% | -1.7% |
| 7D | -9.5% | -3.2% | -6.3% | -9.5% |
| 30D | +13.1% | -7.4% | +20.5% | +13.0% |
| 3M | +4.8% | +81.9% | -77.1% | +5.7% |
| 6M | -16.7% | +135.7% | -152.4% | -14.7% |
| YTD | +38.9% | +247.4% | -208.5% | +38.3% |
| 1Y | +48.3% | +162.3% | -114.0% | +48.3% |
| All | +48.3% | +152.2% | -103.9% | +48.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling