+147.0%
NOK vs ABCL
+185.8%
-38.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.4% |
| 7D | +5.4% | -3.3% | +8.6% | +5.8% |
| 30D | -14.1% | -7.1% | -7.0% | -13.2% |
| 3M | -23.6% | +4.7% | -28.3% | -24.0% |
| 6M | -45.1% | +140.9% | -186.0% | -50.5% |
| YTD | +24.7% | +236.0% | -211.2% | +8.0% |
| 1Y | +19.0% | +217.4% | -198.4% | +3.6% |
| 3Y | +147.0% | +188.7% | -41.7% | +100.5% |
| All | +147.0% | +185.8% | -38.8% | +100.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling