-23.9%
NVDX vs ABCL
+138.2%
-162.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.8% | -7.0% | -6.3% |
| 7D | -14.1% | -10.0% | -4.1% | -12.5% |
| 30D | -31.3% | -10.9% | -20.5% | -30.1% |
| 3M | -16.2% | +101.6% | -117.8% | -25.6% |
| 6M | -11.9% | +167.5% | -179.4% | -29.4% |
| YTD | -9.4% | +259.1% | -268.5% | -37.0% |
| 1Y | -23.9% | +152.2% | -176.0% | -41.9% |
| All | -23.9% | +138.2% | -162.1% | -41.9% |
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 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