+146.9%
NEM vs ABCL
-21.8%
+168.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.7% | -5.7% | +0.2% |
| 7D | +13.4% | -3.2% | +16.6% | +13.6% |
| 30D | +6.5% | -7.4% | +13.9% | +7.1% |
| 3M | +14.9% | +81.9% | -67.0% | +5.3% |
| 6M | +5.5% | +135.7% | -130.2% | -7.2% |
| YTD | +21.9% | +247.4% | -225.5% | +2.1% |
| 1Y | +47.9% | +162.3% | -114.4% | +26.7% |
| 3Y | +238.2% | +165.5% | +72.7% | +181.1% |
| All | +146.9% | -21.8% | +168.7% | +118.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling