+72.7%
NEM vs ABCL
+186.8%
-114.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.5% |
| 7D | +0.3% | +0.7% | -0.4% | +0.2% |
| 30D | +23.1% | +93.1% | -70.0% | +5.0% |
| 3M | +18.5% | +79.4% | -60.9% | +1.6% |
| 6M | +7.8% | +214.9% | -207.1% | -21.1% |
| YTD | +29.1% | +234.2% | -205.1% | -8.3% |
| 1Y | +72.7% | +174.8% | -102.1% | +31.1% |
| All | +72.7% | +186.8% | -114.2% | +31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling