+97.5%
DVA vs ABCL
+185.8%
-88.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.3% |
| 7D | -8.8% | -3.3% | -5.5% | -8.7% |
| 30D | -3.4% | -7.1% | +3.7% | -3.3% |
| 3M | -2.6% | +4.7% | -7.3% | -3.1% |
| 6M | -11.9% | +140.9% | -152.8% | -15.8% |
| YTD | +53.6% | +236.0% | -182.3% | +45.0% |
| 1Y | +41.9% | +217.4% | -175.5% | +34.3% |
| 3Y | +97.5% | +188.7% | -91.2% | +85.4% |
| All | +97.5% | +185.8% | -88.3% | +85.4% |
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