+1,101.8%
NBIS vs ABCL
+281.0%
+820.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -0.3% |
| 7D | +17.8% | -2.7% | +20.5% | +18.9% |
| 30D | +30.5% | +18.3% | +12.2% | +22.7% |
| 3M | +9.2% | +108.5% | -99.3% | -20.7% |
| 6M | +153.2% | +213.9% | -60.8% | +54.7% |
| YTD | +187.1% | +223.1% | -36.0% | +70.9% |
| 1Y | +151.1% | +160.6% | -9.5% | +57.7% |
| All | +1,101.8% | +281.0% | +820.7% | +451.7% |
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