-99.2%
NVD vs ABCL
+98.0%
-197.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.4% | +5.3% | +1.0% |
| 7D | +0.5% | -2.7% | +3.3% | -0.1% |
| 30D | -9.3% | +18.3% | -27.6% | -4.5% |
| 3M | -22.1% | +108.5% | -130.6% | -3.1% |
| 6M | -45.8% | +213.9% | -259.7% | -21.6% |
| YTD | -46.7% | +223.1% | -269.8% | -20.2% |
| 1Y | -59.5% | +160.6% | -220.1% | -41.3% |
| 3Y | -99.2% | +104.3% | -203.4% | -98.4% |
| All | -99.2% | +98.0% | -197.2% | -98.5% |
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