+411.8%
NVDX vs ABCL
+187.8%
+224.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -0.3% | -10.6% | -10.9% |
| 7D | -34.6% | +2.3% | -36.9% | -34.8% |
| 30D | -47.9% | -0.7% | -47.2% | -47.8% |
| 3M | -44.4% | +33.4% | -77.8% | -48.5% |
| 6M | -47.3% | +137.8% | -185.1% | -60.3% |
| YTD | -36.9% | +264.3% | -301.2% | -59.6% |
| 1Y | -46.8% | +209.2% | -256.0% | -64.2% |
| 3Y | +295.2% | +208.4% | +86.8% | +117.1% |
| All | +411.8% | +187.8% | +224.0% | +185.7% |
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