+154.4%
NEM vs ABCL
-81.2%
+235.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +3.9% | +1.4% | +2.4% | +3.7% |
| 30D | +12.7% | +65.1% | -52.4% | +6.7% |
| 3M | +28.7% | +111.1% | -82.4% | +18.4% |
| 6M | +9.8% | +231.6% | -221.8% | -3.2% |
| YTD | +28.1% | +234.5% | -206.4% | +12.5% |
| 1Y | +69.3% | +174.3% | -105.0% | +50.4% |
| 3Y | +247.7% | +111.5% | +136.2% | +204.9% |
| 5Y | +153.4% | -37.3% | +190.7% | +128.2% |
| All | +154.4% | -81.2% | +235.7% | +137.5% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling