+150.6%
NEM vs ABCL
-79.5%
+230.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.2% | -1.7% | +3.0% |
| 7D | +14.7% | +12.4% | +2.3% | +13.3% |
| 30D | +6.2% | -0.4% | +6.6% | +6.0% |
| 3M | +11.0% | +80.4% | -69.4% | +3.6% |
| 6M | +7.9% | +138.5% | -130.7% | -2.6% |
| YTD | +26.2% | +265.5% | -239.3% | +9.3% |
| 1Y | +51.5% | +219.7% | -168.2% | +32.3% |
| 3Y | +290.6% | +209.4% | +81.2% | +234.7% |
| 5Y | +153.1% | -15.0% | +168.1% | +124.3% |
| All | +150.6% | -79.5% | +230.1% | +130.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling