+44.0%
NVTS vs ABCL
+156.0%
-112.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +6.7% | +2.8% | +6.0% |
| 7D | +1.5% | -3.2% | +4.7% | +4.0% |
| 30D | -23.8% | -7.4% | -16.4% | -20.1% |
| 3M | -30.6% | +81.9% | -112.5% | -53.2% |
| 6M | -48.4% | +135.7% | -184.1% | -72.1% |
| YTD | +20.6% | +247.4% | -226.8% | -49.4% |
| 1Y | -2.5% | +162.3% | -164.8% | -51.4% |
| 3Y | +44.0% | +165.5% | -121.5% | -34.5% |
| All | +44.0% | +156.0% | -112.1% | -34.5% |
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