+51.1%
NEM vs ABCL
+138.2%
-87.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.8% | +9.1% | +9.7% |
| 7D | +3.7% | -10.0% | +13.6% | +5.7% |
| 30D | +2.0% | -10.9% | +12.9% | +3.9% |
| 3M | +21.1% | +101.6% | -80.5% | +0.9% |
| 6M | +9.5% | +167.5% | -158.0% | -17.7% |
| YTD | +19.1% | +259.1% | -240.0% | -20.2% |
| 1Y | +51.1% | +152.2% | -101.1% | +8.4% |
| All | +51.1% | +138.2% | -87.1% | +8.4% |
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