-98.8%
NVD vs ABCL
+124.0%
-222.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +5.2% | +3.5% | +10.1% |
| 7D | +23.8% | +12.4% | +11.4% | +28.4% |
| 30D | +57.0% | -0.4% | +57.3% | +59.4% |
| 3M | +41.6% | +80.4% | -38.8% | +69.3% |
| 6M | +17.6% | +138.5% | -121.0% | +56.5% |
| YTD | -21.4% | +265.5% | -286.9% | +24.0% |
| 1Y | -23.3% | +219.7% | -243.0% | +17.3% |
| 3Y | -98.7% | +209.4% | -308.1% | -97.3% |
| All | -98.8% | +124.0% | -222.8% | -97.6% |
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 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