+1,031.9%
NBIS vs ABCL
+294.1%
+737.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.2% | +8.7% | +7.9% |
| 7D | +8.2% | +0.7% | +7.5% | +8.0% |
| 30D | +3.4% | +93.1% | -89.7% | -21.1% |
| 3M | -12.8% | +79.4% | -92.3% | -32.5% |
| 6M | +131.5% | +214.9% | -83.3% | +41.7% |
| YTD | +170.5% | +234.2% | -63.7% | +59.2% |
| 1Y | +248.8% | +174.8% | +74.0% | +115.5% |
| All | +1,031.9% | +294.1% | +737.8% | +413.7% |
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 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