+31.4%
NOW vs ABCL
-81.3%
+112.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.8% |
| 7D | -2.4% | +0.7% | -3.1% | -2.5% |
| 30D | +20.5% | +93.1% | -72.6% | +7.7% |
| 3M | +18.3% | +79.4% | -61.1% | +5.9% |
| 6M | +24.1% | +214.9% | -190.8% | +0.9% |
| YTD | -7.8% | +234.2% | -242.0% | -26.4% |
| 1Y | -21.4% | +174.8% | -196.2% | -36.3% |
| 3Y | +19.5% | +104.5% | -84.9% | -4.6% |
| 5Y | +4.1% | -39.0% | +43.1% | -3.7% |
| All | +31.4% | -81.3% | +112.7% | +34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling