+235.9%
NVDA vs ABCL
+185.8%
+50.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.9% |
| 7D | -12.7% | -3.3% | -9.5% | -12.4% |
| 30D | -26.4% | -7.1% | -19.3% | -25.8% |
| 3M | -27.6% | +4.7% | -32.4% | -28.5% |
| 6M | -27.7% | +140.9% | -168.6% | -37.6% |
| YTD | -12.5% | +236.0% | -248.4% | -29.5% |
| 1Y | -12.6% | +217.4% | -230.0% | -29.1% |
| 3Y | +235.9% | +188.7% | +47.3% | +148.5% |
| All | +235.9% | +185.8% | +50.1% | +148.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling