-39.7%
DT vs ABCL
-16.0%
-23.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.1% | +5.8% | +2.4% |
| 7D | -5.4% | -2.7% | -2.7% | -5.1% |
| 30D | -32.2% | -5.4% | -26.8% | -31.9% |
| 3M | -10.9% | +22.4% | -33.4% | -14.9% |
| 6M | +10.0% | +127.6% | -117.7% | -7.4% |
| YTD | +2.1% | +249.4% | -247.3% | -21.7% |
| 1Y | -5.5% | +198.0% | -203.5% | -25.6% |
| 3Y | -12.4% | +195.8% | -208.2% | -37.7% |
| 5Y | -39.7% | -20.6% | -19.1% | -42.5% |
| All | -39.7% | -16.0% | -23.7% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling