+292.4%
NVDL vs ABCL
+210.0%
+82.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -0.3% | -10.6% | -10.8% |
| 7D | -34.5% | +2.3% | -36.8% | -34.7% |
| 30D | -47.7% | -0.7% | -47.0% | -47.6% |
| 3M | -43.9% | +33.4% | -77.3% | -47.9% |
| 6M | -46.4% | +137.8% | -184.2% | -59.5% |
| YTD | -34.3% | +264.3% | -298.6% | -57.8% |
| 1Y | -44.0% | +209.2% | -253.2% | -62.2% |
| All | +292.4% | +210.0% | +82.5% | +120.9% |
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