-5.1%
NOW vs ABCL
-80.5%
+75.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.7% | -7.1% | -1.4% |
| 7D | -3.0% | -3.2% | +0.2% | -2.7% |
| 30D | -26.0% | -7.4% | -18.6% | -25.3% |
| 3M | -13.1% | +81.9% | -95.0% | -22.0% |
| 6M | +14.5% | +135.7% | -121.2% | -2.6% |
| YTD | -33.4% | +247.4% | -280.8% | -47.5% |
| 1Y | -40.6% | +162.3% | -202.9% | -51.2% |
| 3Y | -16.3% | +165.5% | -181.8% | -36.7% |
| 5Y | -26.3% | -21.3% | -5.1% | -33.8% |
| All | -5.1% | -80.5% | +75.4% | -4.0% |
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