+508.6%
NVDA vs ABCL
-21.8%
+530.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.7% | -4.0% | +1.5% |
| 7D | -8.8% | -3.2% | -5.6% | -8.3% |
| 30D | -21.4% | -7.4% | -14.0% | -20.5% |
| 3M | -14.7% | +81.9% | -96.6% | -25.8% |
| 6M | -10.0% | +135.7% | -145.7% | -27.9% |
| YTD | +0.3% | +247.4% | -247.1% | -27.9% |
| 1Y | -0.5% | +162.3% | -162.8% | -24.1% |
| 3Y | +309.2% | +165.5% | +143.7% | +178.6% |
| All | +508.6% | -21.8% | +530.4% | +491.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling