+1,641.6%
NVDA vs ABCL
-81.2%
+1,722.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | +3.8% | +1.4% | +2.4% | +3.6% |
| 30D | +0.8% | +65.1% | -64.3% | -8.7% |
| 3M | +8.2% | +111.1% | -102.9% | -7.6% |
| 6M | +27.1% | +231.6% | -204.5% | -1.4% |
| YTD | +21.2% | +234.5% | -213.3% | -7.5% |
| 1Y | +34.3% | +174.3% | -140.0% | +5.0% |
| 3Y | +396.3% | +111.5% | +284.8% | +277.7% |
| 5Y | +913.8% | -37.3% | +951.1% | +808.4% |
| All | +1,641.6% | -81.2% | +1,722.9% | +1,470.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling