+207.3%
NXT vs ABCL
+10.7%
+196.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.8% | -4.2% | -6.4% |
| 7D | -6.0% | +4.4% | -10.4% | -6.7% |
| 30D | +5.4% | -7.9% | +13.3% | +6.7% |
| 3M | -9.7% | +12.2% | -21.9% | -12.7% |
| 6M | -25.3% | +134.7% | -160.1% | -39.1% |
| YTD | +7.5% | +239.8% | -232.3% | -20.0% |
| 1Y | -3.0% | +192.7% | -195.7% | -25.6% |
| 3Y | +171.4% | +187.6% | -16.2% | +95.5% |
| All | +207.3% | +10.7% | +196.6% | +169.9% |
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 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