-26.0%
NOW vs ABCL
-30.0%
+4.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -9.4% | +3.4% | -4.4% |
| 7D | -6.7% | -14.9% | +8.2% | -4.3% |
| 30D | -25.8% | -15.4% | -10.4% | -23.9% |
| 3M | -12.7% | +88.0% | -100.7% | -22.9% |
| 6M | +11.2% | +138.8% | -127.6% | -7.3% |
| YTD | -33.2% | +225.4% | -258.6% | -48.0% |
| 1Y | -41.8% | +137.3% | -179.1% | -52.3% |
| 3Y | -15.7% | +136.8% | -152.5% | -36.9% |
| 5Y | -26.0% | -26.2% | +0.2% | -29.2% |
| All | -26.0% | -30.0% | +4.0% | -29.2% |
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