-15.4%
DT vs ABCL
+210.0%
-225.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -7.5% | +2.3% | -9.8% | -7.7% |
| 30D | -31.5% | -0.7% | -30.8% | -31.6% |
| 3M | -14.0% | +33.4% | -47.4% | -16.4% |
| 6M | +6.9% | +137.8% | -130.9% | -1.5% |
| YTD | +0.3% | +264.3% | -264.0% | -11.2% |
| 1Y | -6.9% | +209.2% | -216.1% | -16.8% |
| All | -15.4% | +210.0% | -225.3% | -26.7% |
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