+369.1%
NVDX vs ABCL
+196.9%
+172.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +5.2% | -13.9% | -10.1% |
| 7D | -23.4% | +12.4% | -35.8% | -25.5% |
| 30D | -41.5% | -0.4% | -41.1% | -41.4% |
| 3M | -41.1% | +80.4% | -121.5% | -50.2% |
| 6M | -40.9% | +138.5% | -179.4% | -55.4% |
| YTD | -29.1% | +265.5% | -294.6% | -54.4% |
| 1Y | -33.5% | +219.7% | -253.2% | -55.4% |
| 3Y | +369.1% | +209.4% | +159.7% | +166.9% |
| All | +369.1% | +196.9% | +172.2% | +166.9% |
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