+2,622.7%
NVDL vs ABCL
+0.7%
+2,622.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.6% | -1.0% |
| 7D | -0.8% | -2.7% | +1.9% | -0.2% |
| 30D | +3.4% | +18.3% | -14.9% | -0.6% |
| 3M | +8.1% | +108.5% | -100.4% | -13.1% |
| 6M | +31.9% | +213.9% | -182.1% | -6.2% |
| YTD | +21.1% | +223.1% | -202.0% | -16.4% |
| 1Y | +34.0% | +160.6% | -126.6% | -3.2% |
| 3Y | +677.9% | +104.3% | +573.7% | +407.2% |
| All | +2,622.7% | +0.7% | +2,622.0% | +2,178.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling