-5.9%
DT vs ABCL
+199.8%
-205.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.2% | -4.0% | +0.8% |
| 7D | -20.2% | +12.4% | -32.7% | -21.1% |
| 30D | -30.8% | -0.4% | -30.4% | -30.7% |
| 3M | -10.2% | +80.4% | -90.6% | -15.9% |
| 6M | +8.0% | +138.5% | -130.5% | -1.8% |
| YTD | +1.5% | +265.5% | -264.0% | -14.3% |
| All | -5.9% | +199.8% | -205.6% | -18.6% |
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 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