+848.3%
NVDX vs ABCL
+155.2%
+693.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.5% | -1.1% |
| 7D | -0.9% | -2.7% | +1.8% | -0.2% |
| 30D | +3.0% | +18.3% | -15.3% | -1.3% |
| 3M | +6.8% | +108.5% | -101.7% | -16.0% |
| 6M | +28.6% | +213.9% | -185.3% | -11.9% |
| YTD | +17.0% | +223.1% | -206.1% | -22.5% |
| 1Y | +27.0% | +160.6% | -133.6% | -11.6% |
| All | +848.3% | +155.2% | +693.1% | +447.1% |
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 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