+144.8%
NI vs ABCL
-81.2%
+226.0%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.5% |
| 7D | +4.3% | -3.3% | +7.6% | +4.4% |
| 30D | +12.4% | -7.1% | +19.5% | +12.4% |
| 3M | +10.2% | +4.7% | +5.4% | +9.8% |
| 6M | -0.8% | +140.9% | -141.7% | -3.5% |
| YTD | +13.2% | +236.0% | -222.7% | +8.8% |
| 1Y | +10.1% | +217.4% | -207.3% | +5.9% |
| 3Y | +103.1% | +188.7% | -85.6% | +93.8% |
| 5Y | +115.5% | -23.5% | +139.0% | +107.4% |
| All | +144.8% | -81.2% | +226.0% | +138.6% |
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