+223.5%
NET vs ABCL
-79.9%
+303.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.8% |
| 7D | -16.4% | -10.0% | -6.4% | -14.0% |
| 30D | -25.8% | -10.9% | -15.0% | -23.8% |
| 3M | -11.5% | +101.6% | -113.2% | -28.6% |
| 6M | +18.9% | +167.5% | -148.6% | -13.8% |
| YTD | +35.2% | +259.1% | -223.8% | -12.0% |
| 1Y | +14.5% | +152.2% | -137.7% | -18.1% |
| 3Y | +313.8% | +161.3% | +152.5% | +160.1% |
| 5Y | +32.6% | -29.3% | +61.9% | +20.2% |
| All | +223.5% | -79.9% | +303.3% | +254.5% |
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 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