+228.0%
NRG vs ABCL
+109.3%
+118.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.2% | +7.6% | +6.5% |
| 7D | +7.1% | +0.7% | +6.4% | +7.0% |
| 30D | -1.4% | +93.1% | -94.5% | -8.8% |
| 3M | -10.5% | +79.4% | -89.9% | -17.1% |
| 6M | -26.7% | +214.9% | -241.6% | -37.0% |
| YTD | -24.5% | +234.2% | -258.7% | -36.1% |
| 1Y | -18.6% | +174.8% | -193.3% | -29.9% |
| All | +228.0% | +109.3% | +118.7% | +167.8% |
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 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