-4.4%
NOW vs ABCL
-79.5%
+75.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.2% | -4.4% | 0.0% |
| 7D | -3.1% | +12.4% | -15.5% | -4.8% |
| 30D | -27.0% | -0.4% | -26.7% | -27.1% |
| 3M | -17.7% | +80.4% | -98.1% | -26.0% |
| 6M | +12.7% | +138.5% | -125.8% | -4.2% |
| YTD | -32.9% | +265.5% | -298.4% | -47.5% |
| 1Y | -40.4% | +219.7% | -260.1% | -52.4% |
| 3Y | -17.1% | +209.4% | -226.5% | -39.1% |
| 5Y | -25.7% | -15.0% | -10.6% | -33.9% |
| All | -4.4% | -79.5% | +75.1% | -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