+1,280.1%
NVDA vs ABCL
-79.5%
+1,359.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +5.2% | -9.5% | -5.2% |
| 7D | -11.6% | +12.4% | -24.0% | -13.4% |
| 30D | -22.1% | -0.4% | -21.7% | -22.2% |
| 3M | -20.1% | +80.4% | -100.5% | -29.2% |
| 6M | -16.8% | +138.5% | -155.3% | -31.3% |
| YTD | -4.0% | +265.5% | -269.5% | -28.2% |
| 1Y | -4.8% | +219.7% | -224.5% | -27.1% |
| 3Y | +281.7% | +209.4% | +72.3% | +168.8% |
| 5Y | +485.4% | -15.0% | +500.4% | +405.6% |
| All | +1,280.1% | -79.5% | +1,359.6% | +1,118.9% |
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