-61.3%
NVD vs ABCL
+171.1%
-232.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.1% | +3.8% | +3.9% |
| 7D | -7.7% | +1.4% | -9.1% | -7.4% |
| 30D | -5.8% | +65.1% | -70.9% | +2.6% |
| 3M | -23.2% | +111.1% | -134.3% | -9.4% |
| 6M | -49.7% | +231.6% | -281.3% | -31.6% |
| YTD | -47.7% | +234.5% | -282.2% | -25.9% |
| 1Y | -61.3% | +174.3% | -235.7% | -48.5% |
| All | -61.3% | +171.1% | -232.4% | -48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling