+1,677.3%
NVDA vs ABCL
-81.3%
+1,758.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.0% |
| 7D | +5.9% | +0.7% | +5.2% | +5.8% |
| 30D | +5.1% | +93.1% | -88.0% | -7.6% |
| 3M | +5.4% | +79.4% | -74.1% | -7.3% |
| 6M | +26.0% | +214.9% | -188.9% | -1.3% |
| YTD | +23.7% | +234.2% | -210.5% | -5.6% |
| 1Y | +34.4% | +174.8% | -140.4% | +5.0% |
| 3Y | +375.8% | +104.5% | +271.3% | +264.8% |
| 5Y | +911.8% | -39.0% | +950.8% | +808.9% |
| All | +1,677.3% | -81.3% | +1,758.6% | +1,503.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling