+139.5%
NI vs ABCL
-79.5%
+219.0%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.2% | -3.2% | +2.0% |
| 7D | +0.4% | +12.4% | -12.0% | +0.2% |
| 30D | +11.3% | -0.4% | +11.7% | +11.2% |
| 3M | +6.5% | +80.4% | -73.9% | +4.8% |
| 6M | -2.3% | +138.5% | -140.8% | -4.8% |
| YTD | +10.8% | +265.5% | -254.7% | +6.3% |
| 1Y | +6.2% | +219.7% | -213.4% | +2.3% |
| 3Y | +98.7% | +209.4% | -110.7% | +89.3% |
| 5Y | +111.3% | -15.0% | +126.4% | +103.1% |
| All | +139.5% | -79.5% | +219.0% | +133.1% |
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