+124.3%
NOK vs ABCL
-79.5%
+203.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.2% | +1.6% | +6.2% |
| 7D | -1.4% | +12.4% | -13.9% | -2.6% |
| 30D | -21.0% | -0.4% | -20.7% | -20.9% |
| 3M | -12.6% | +80.4% | -93.0% | -17.8% |
| 6M | -36.2% | +138.5% | -174.7% | -41.9% |
| YTD | +26.4% | +265.5% | -239.1% | +9.9% |
| 1Y | +19.6% | +219.7% | -200.1% | +5.1% |
| 3Y | +152.6% | +209.4% | -56.8% | +115.5% |
| 5Y | +57.3% | -15.0% | +72.3% | +41.3% |
| All | +124.3% | -79.5% | +203.8% | +99.9% |
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