+319.3%
NRG vs ABCL
-81.3%
+400.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.1% |
| 3M | -10.5% | +79.4% | -89.9% | -16.4% |
| 6M | -26.7% | +214.9% | -241.6% | -35.8% |
| YTD | -24.5% | +234.2% | -258.7% | -34.7% |
| 1Y | -18.6% | +174.8% | -193.3% | -28.5% |
| 3Y | +227.1% | +104.5% | +122.7% | +182.8% |
| 5Y | +198.8% | -39.0% | +237.8% | +173.9% |
| All | +319.3% | -81.3% | +400.6% | +324.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling