+692.2%
NVDL vs ABCL
+105.4%
+586.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | +7.3% | +1.4% | +5.9% | +6.9% |
| 30D | -0.7% | +65.1% | -65.8% | -13.6% |
| 3M | +9.5% | +111.1% | -101.6% | -13.2% |
| 6M | +41.6% | +231.6% | -190.0% | -2.8% |
| YTD | +23.3% | +234.5% | -211.2% | -17.6% |
| 1Y | +40.3% | +174.3% | -134.1% | -2.2% |
| 3Y | +692.2% | +111.5% | +580.7% | +369.1% |
| All | +692.2% | +105.4% | +586.8% | +369.1% |
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 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