+165.2%
NOK vs ABCL
+109.3%
+55.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +2.8% |
| 7D | -1.8% | +0.7% | -2.5% | -1.8% |
| 30D | +4.7% | +93.1% | -88.4% | -3.0% |
| 3M | -39.7% | +79.4% | -119.1% | -43.9% |
| 6M | +23.1% | +214.9% | -191.8% | +7.8% |
| YTD | +55.0% | +234.2% | -179.2% | +34.0% |
| 1Y | +118.0% | +174.8% | -56.7% | +90.6% |
| All | +165.2% | +109.3% | +55.8% | +128.7% |
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