+121.2%
NI vs ABCL
-81.2%
+202.5%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +2.3% | +1.4% | +0.9% | +2.3% |
| 30D | -1.7% | +65.1% | -66.7% | -2.9% |
| 3M | -8.0% | +111.1% | -119.1% | -9.9% |
| 6M | -8.6% | +231.6% | -240.2% | -11.9% |
| YTD | +2.3% | +234.5% | -232.2% | -1.5% |
| 1Y | +6.9% | +174.3% | -167.4% | +3.3% |
| 3Y | +70.6% | +111.5% | -40.9% | +63.9% |
| 5Y | +96.4% | -37.3% | +133.7% | +89.0% |
| All | +121.2% | -81.2% | +202.5% | +116.0% |
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