-20.1%
NVDL vs ABCL
+138.2%
-158.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.8% | -6.9% | -6.2% |
| 7D | -14.0% | -10.0% | -4.1% | -12.4% |
| 30D | -31.2% | -10.9% | -20.3% | -29.9% |
| 3M | -15.5% | +101.6% | -117.1% | -24.9% |
| 6M | -10.3% | +167.5% | -177.8% | -27.9% |
| YTD | -5.8% | +259.1% | -264.8% | -34.2% |
| 1Y | -20.1% | +152.2% | -172.2% | -38.7% |
| All | -20.1% | +138.2% | -158.3% | -38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling