+113.9%
NVTS vs ABCL
+171.1%
-57.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +9.7% | +1.4% | +8.3% | +8.9% |
| 30D | -13.6% | +65.1% | -78.7% | -36.1% |
| 3M | -51.0% | +111.1% | -162.1% | -70.3% |
| 6M | +46.3% | +231.6% | -185.3% | -40.2% |
| YTD | +68.1% | +234.5% | -166.4% | -32.0% |
| 1Y | +113.9% | +174.3% | -60.4% | +22.4% |
| All | +113.9% | +171.1% | -57.2% | +22.4% |
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