+195.0%
NOK vs ABCL
-81.9%
+276.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +1.4% |
| 7D | +9.3% | -2.7% | +12.1% | +9.6% |
| 30D | +17.9% | +18.3% | -0.5% | +15.9% |
| 3M | -22.3% | +108.5% | -130.8% | -28.2% |
| 6M | +36.4% | +213.9% | -177.5% | +21.1% |
| YTD | +66.3% | +223.1% | -156.8% | +46.4% |
| 1Y | +134.4% | +160.6% | -26.2% | +109.0% |
| 3Y | +186.6% | +104.3% | +82.3% | +153.0% |
| 5Y | +102.7% | -40.0% | +142.7% | +84.3% |
| All | +195.0% | -81.9% | +276.9% | +166.2% |
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