+121.8%
NRG vs ABCL
+185.8%
-64.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.8% |
| 7D | +10.0% | -3.3% | +13.3% | +10.4% |
| 30D | -3.2% | -7.1% | +3.9% | -2.6% |
| 3M | -18.5% | +4.7% | -23.3% | -19.4% |
| 6M | -25.3% | +140.9% | -166.2% | -34.0% |
| YTD | -38.1% | +236.0% | -274.1% | -48.0% |
| 1Y | -40.7% | +217.4% | -258.1% | -49.9% |
| 3Y | +121.8% | +188.7% | -66.9% | +74.9% |
| All | +121.8% | +185.8% | -64.1% | +74.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling