+212.0%
NXT vs ABCL
+9.4%
+202.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.7% |
| 7D | -9.4% | -3.3% | -6.1% | -8.9% |
| 30D | +15.1% | -7.1% | +22.2% | +16.3% |
| 3M | -9.1% | +4.7% | -13.8% | -10.9% |
| 6M | -30.3% | +140.9% | -171.2% | -43.4% |
| YTD | +9.1% | +236.0% | -226.9% | -18.6% |
| 1Y | +7.9% | +217.4% | -209.5% | -18.6% |
| 3Y | +176.5% | +188.7% | -12.2% | +99.1% |
| All | +212.0% | +9.4% | +202.6% | +174.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling