+1,323.1%
NVDL vs ABCL
+5.9%
+1,317.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -2.8% | -6.2% | -8.3% |
| 7D | -17.5% | +4.4% | -21.9% | -18.5% |
| 30D | -49.2% | -7.9% | -41.4% | -48.2% |
| 3M | -49.0% | +12.2% | -61.2% | -50.5% |
| 6M | -50.9% | +134.7% | -185.7% | -62.0% |
| YTD | -36.7% | +239.8% | -276.5% | -56.9% |
| 1Y | -43.0% | +192.7% | -235.7% | -59.6% |
| 3Y | +281.1% | +187.6% | +93.5% | +134.9% |
| All | +1,323.1% | +5.9% | +1,317.1% | +1,074.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling