+48.9%
NVTS vs ABCL
+185.8%
-136.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.1% | -5.3% | -5.8% |
| 7D | +3.9% | -3.3% | +7.2% | +5.8% |
| 30D | -4.3% | -7.1% | +2.8% | +0.4% |
| 3M | -34.5% | +4.7% | -39.2% | -37.0% |
| 6M | -57.7% | +140.9% | -198.6% | -77.6% |
| YTD | +25.4% | +236.0% | -210.6% | -46.4% |
| 1Y | +13.1% | +217.4% | -204.3% | -49.9% |
| 3Y | +48.9% | +188.7% | -139.8% | -33.1% |
| All | +48.9% | +185.8% | -136.9% | -33.1% |
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