+10.4%
NVTS vs ABCL
+201.0%
-190.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -4.1% | +11.4% | +9.2% |
| 7D | +7.9% | -2.7% | +10.6% | +9.8% |
| 30D | +0.8% | -5.4% | +6.2% | +4.1% |
| 3M | -26.0% | +22.4% | -48.4% | -32.7% |
| 6M | -55.5% | +127.6% | -183.2% | -74.2% |
| YTD | +41.0% | +249.4% | -208.4% | -43.2% |
| 1Y | +10.4% | +198.0% | -187.6% | -48.4% |
| All | +10.4% | +201.0% | -190.6% | -48.4% |
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