-10.8%
NVTS vs ABCL
+138.2%
-149.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.8% | +8.2% | +8.6% |
| 7D | -0.3% | -10.0% | +9.7% | +4.6% |
| 30D | -24.4% | -10.9% | -13.5% | -20.3% |
| 3M | -26.5% | +101.6% | -128.1% | -51.2% |
| 6M | -41.4% | +167.5% | -208.9% | -71.5% |
| YTD | +30.7% | +259.1% | -228.4% | -52.3% |
| 1Y | -10.8% | +152.2% | -163.0% | -50.6% |
| All | -10.8% | +138.2% | -149.0% | -50.6% |
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