-8.1%
DT vs ABCL
+156.0%
-164.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.7% | -7.3% | -1.1% |
| 7D | -24.7% | -3.2% | -21.5% | -24.6% |
| 30D | -27.4% | -7.4% | -20.0% | -27.0% |
| 3M | -11.1% | +81.9% | -93.0% | -15.8% |
| 6M | +13.7% | +135.7% | -122.0% | +5.0% |
| YTD | +0.2% | +247.4% | -247.1% | -10.8% |
| 1Y | -5.7% | +162.3% | -167.9% | -14.7% |
| 3Y | -8.1% | +165.5% | -173.6% | -19.5% |
| All | -8.1% | +156.0% | -164.2% | -19.5% |
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