+607.2%
NBIS vs ABCL
+331.0%
+276.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +5.2% | +4.0% | +7.3% |
| 7D | 0.0% | +12.4% | -12.4% | -3.7% |
| 30D | -36.0% | -0.4% | -35.7% | -35.2% |
| 3M | -24.7% | +80.4% | -105.1% | -39.9% |
| 6M | -20.1% | +138.5% | -158.7% | -44.6% |
| YTD | +69.0% | +265.5% | -196.5% | -3.1% |
| 1Y | +27.1% | +219.7% | -192.6% | -23.5% |
| All | +607.2% | +331.0% | +276.2% | +212.9% |
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