+66.2%
DVA vs ABCL
-81.2%
+147.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | +2.2% | +1.4% | +0.8% | +2.2% |
| 30D | -2.0% | +65.1% | -67.1% | -3.7% |
| 3M | -6.3% | +111.1% | -117.3% | -8.7% |
| 6M | +19.4% | +231.6% | -212.2% | +14.6% |
| YTD | +58.5% | +234.5% | -176.0% | +51.8% |
| 1Y | +33.9% | +174.3% | -140.5% | +28.8% |
| 3Y | +88.4% | +111.5% | -23.0% | +79.3% |
| 5Y | +39.5% | -37.3% | +76.8% | +31.2% |
| All | +66.2% | -81.2% | +147.5% | +63.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling