+479.4%
NBIS vs ABCL
+296.2%
+183.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -1.1% | -8.8% | -9.5% |
| 7D | -10.5% | -3.3% | -7.2% | -9.3% |
| 30D | -37.7% | -7.1% | -30.6% | -35.2% |
| 3M | -54.6% | +4.7% | -59.3% | -55.3% |
| 6M | -44.1% | +140.9% | -185.0% | -61.4% |
| YTD | +38.4% | +236.0% | -197.5% | -18.0% |
| 1Y | +30.7% | +217.4% | -186.7% | -20.9% |
| All | +479.4% | +296.2% | +183.2% | +164.6% |
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