+60.6%
DVA vs ABCL
+138.2%
-77.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.8% | +4.9% | +5.8% |
| 7D | +4.7% | -10.0% | +14.7% | +4.6% |
| 30D | +7.8% | -10.9% | +18.7% | +7.7% |
| 3M | -15.5% | +101.6% | -117.1% | -15.2% |
| 6M | +25.0% | +167.5% | -142.5% | +25.9% |
| YTD | +69.6% | +259.1% | -189.5% | +80.8% |
| 1Y | +60.6% | +152.2% | -91.6% | +69.0% |
| All | +60.6% | +138.2% | -77.6% | +69.0% |
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