+570.0%
NBIS vs ABCL
+329.7%
+240.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.3% | -4.9% | -5.1% |
| 7D | -11.6% | +2.3% | -13.9% | -12.0% |
| 30D | -39.4% | -0.7% | -38.7% | -38.5% |
| 3M | -27.2% | +33.4% | -60.6% | -34.0% |
| 6M | -24.3% | +137.8% | -162.1% | -47.4% |
| YTD | +60.1% | +264.3% | -204.2% | -8.0% |
| 1Y | +21.9% | +209.2% | -187.3% | -25.8% |
| All | +570.0% | +329.7% | +240.3% | +196.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling