-25.3%
NVTS vs ABCL
-27.3%
+2.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.8% | -2.3% | -3.6% |
| 7D | +21.6% | +4.4% | +17.2% | +19.1% |
| 30D | -8.5% | -7.9% | -0.7% | -3.6% |
| 3M | -31.4% | +12.2% | -43.6% | -36.5% |
| 6M | -50.3% | +134.7% | -185.1% | -72.8% |
| YTD | +33.9% | +239.8% | -205.9% | -40.9% |
| 1Y | +10.6% | +192.7% | -182.0% | -46.7% |
| 3Y | +52.7% | +187.6% | -134.9% | -32.5% |
| 5Y | -48.5% | -22.6% | -25.9% | -61.5% |
| All | -25.3% | -27.3% | +2.0% | -43.0% |
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