+28.0%
NBIS vs ABCL
+138.2%
-110.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.8% | -7.5% | -7.0% |
| 7D | -22.4% | -10.0% | -12.4% | -19.1% |
| 30D | -39.1% | -10.9% | -28.3% | -36.4% |
| 3M | -37.3% | +101.6% | -139.0% | -52.5% |
| 6M | -19.8% | +167.5% | -187.3% | -48.6% |
| YTD | +69.1% | +259.1% | -190.0% | -12.7% |
| 1Y | +28.0% | +152.2% | -124.1% | -30.2% |
| All | +28.0% | +138.2% | -110.2% | -30.2% |
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