+93.0%
DVA vs ABCL
+109.3%
-16.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.3% |
| 7D | +1.8% | +0.7% | +1.1% | +1.8% |
| 30D | -2.5% | +93.1% | -95.6% | -5.6% |
| 3M | -4.3% | +79.4% | -83.7% | -7.2% |
| 6M | +18.9% | +214.9% | -196.0% | +11.9% |
| YTD | +61.9% | +234.2% | -172.3% | +51.9% |
| 1Y | +35.7% | +174.8% | -139.0% | +28.0% |
| All | +93.0% | +109.3% | -16.4% | +81.0% |
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 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