-98.6%
NVD vs ABCL
+108.2%
-206.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -2.8% | +11.8% | +8.3% |
| 7D | +17.0% | +4.4% | +12.6% | +18.4% |
| 30D | +77.3% | -7.9% | +85.1% | +76.4% |
| 3M | +61.6% | +12.2% | +49.4% | +71.5% |
| 6M | +40.7% | +134.7% | -94.1% | +86.9% |
| YTD | -10.5% | +239.8% | -250.3% | +38.6% |
| 1Y | -6.1% | +192.7% | -198.8% | +40.0% |
| 3Y | -98.4% | +187.6% | -286.0% | -96.9% |
| All | -98.6% | +108.2% | -206.8% | -97.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling