+201.1%
NRG vs ABCL
-39.9%
+241.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +9.3% | +1.4% | +7.8% | +9.1% |
| 30D | +1.3% | +65.1% | -63.8% | -4.7% |
| 3M | -6.0% | +111.1% | -117.1% | -14.7% |
| 6M | -22.0% | +231.6% | -253.6% | -33.3% |
| YTD | -24.1% | +234.5% | -258.6% | -35.7% |
| 1Y | -18.0% | +174.3% | -192.4% | -29.4% |
| 3Y | +220.0% | +111.5% | +108.6% | +170.1% |
| 5Y | +201.1% | -37.3% | +238.4% | +169.3% |
| All | +201.1% | -39.9% | +241.0% | +169.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling