+293.3%
NRG vs ABCL
-82.9%
+376.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.3% | +2.1% | -2.7% |
| 7D | -0.2% | -9.6% | +9.4% | +0.8% |
| 30D | -6.8% | +7.2% | -14.0% | -7.5% |
| 3M | -7.1% | +105.5% | -112.6% | -14.5% |
| 6M | -27.6% | +193.0% | -220.6% | -36.1% |
| YTD | -29.2% | +205.8% | -235.0% | -38.2% |
| 1Y | -29.9% | +144.4% | -174.3% | -37.8% |
| 3Y | +198.7% | +93.3% | +105.3% | +159.8% |
| 5Y | +192.9% | -44.9% | +237.8% | +171.1% |
| All | +293.3% | -82.9% | +376.2% | +301.8% |
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