-7.8%
NVTS vs ABCL
-28.5%
+20.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.2% | +7.5% | +6.9% |
| 7D | +2.7% | +0.7% | +2.0% | +2.3% |
| 30D | -4.5% | +93.1% | -97.5% | -37.7% |
| 3M | -61.5% | +79.4% | -141.0% | -74.4% |
| 6M | +28.0% | +214.9% | -186.9% | -40.6% |
| YTD | +65.3% | +234.2% | -168.9% | -26.2% |
| 1Y | +113.0% | +174.8% | -61.8% | +6.4% |
| 3Y | +34.7% | +104.5% | -69.8% | -29.5% |
| All | -7.8% | -28.5% | +20.7% | -28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling