-5.5%
DT vs ABCL
+201.0%
-206.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.1% | +5.8% | +2.1% |
| 7D | -5.4% | -2.7% | -2.7% | -5.2% |
| 30D | -32.2% | -5.4% | -26.8% | -31.9% |
| 3M | -10.9% | +22.4% | -33.4% | -13.1% |
| 6M | +10.0% | +127.6% | -117.7% | +0.4% |
| YTD | +2.1% | +249.4% | -247.3% | -13.4% |
| 1Y | -5.5% | +198.0% | -203.5% | -18.0% |
| All | -5.5% | +201.0% | -206.5% | -18.0% |
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