+309.2%
NVDA vs ABCL
+156.0%
+153.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.7% | -4.0% | +1.9% |
| 7D | -8.8% | -3.2% | -5.6% | -8.4% |
| 30D | -21.4% | -7.4% | -14.0% | -20.8% |
| 3M | -14.7% | +81.9% | -96.6% | -21.8% |
| 6M | -10.0% | +135.7% | -145.7% | -22.0% |
| YTD | +0.3% | +247.4% | -247.1% | -19.4% |
| 1Y | -0.5% | +162.3% | -162.8% | -16.7% |
| 3Y | +309.2% | +165.5% | +143.7% | +206.3% |
| All | +309.2% | +156.0% | +153.1% | +206.3% |
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