+86.7%
NOK vs ABCL
-41.3%
+128.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +2.8% |
| 7D | -1.8% | +0.7% | -2.5% | -1.9% |
| 30D | +4.7% | +93.1% | -88.4% | -4.1% |
| 3M | -39.7% | +79.4% | -119.1% | -44.4% |
| 6M | +23.1% | +214.9% | -191.8% | +5.4% |
| YTD | +55.0% | +234.2% | -179.2% | +30.7% |
| 1Y | +118.0% | +174.8% | -56.7% | +86.5% |
| 3Y | +170.5% | +104.5% | +66.0% | +131.7% |
| All | +86.7% | -41.3% | +128.0% | +68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling