-20.0%
DOW vs ABCL
+189.1%
-209.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.8% | +4.6% | +2.1% |
| 7D | +3.7% | +4.4% | -0.7% | +3.2% |
| 30D | +16.3% | -7.9% | +24.1% | +16.7% |
| 3M | +9.7% | +12.2% | -2.5% | +7.4% |
| 6M | -14.1% | +134.7% | -148.8% | -23.6% |
| YTD | +46.6% | +239.8% | -193.2% | +21.3% |
| 1Y | +56.8% | +192.7% | -135.9% | +32.6% |
| All | -20.0% | +189.1% | -209.0% | -38.5% |
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 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