-27.6%
NRG vs ABCL
+159.4%
-186.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.4% | -0.2% | -3.2% |
| 7D | +3.9% | -2.7% | +6.6% | +4.2% |
| 30D | -3.0% | +18.3% | -21.3% | -4.9% |
| 3M | -10.9% | +108.5% | -119.4% | -20.1% |
| 6M | -25.3% | +213.9% | -239.2% | -38.2% |
| YTD | -26.8% | +223.1% | -249.9% | -40.8% |
| All | -27.6% | +159.4% | -186.9% | -38.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling