+238.2%
NEM vs ABCL
+156.0%
+82.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.7% | -5.7% | 0.0% |
| 7D | +13.4% | -3.2% | +16.6% | +13.6% |
| 30D | +6.5% | -7.4% | +13.9% | +7.2% |
| 3M | +14.9% | +81.9% | -67.0% | +2.8% |
| 6M | +5.5% | +135.7% | -130.2% | -10.6% |
| YTD | +21.9% | +247.4% | -225.5% | -3.3% |
| 1Y | +47.9% | +162.3% | -114.4% | +20.8% |
| 3Y | +238.2% | +165.5% | +72.7% | +163.8% |
| All | +238.2% | +156.0% | +82.1% | +163.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling