+244.4%
NXT vs ABCL
+19.0%
+225.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.2% | -5.2% | -1.0% |
| 7D | +15.1% | +12.4% | +2.7% | +12.7% |
| 30D | +21.8% | -0.4% | +22.2% | +21.5% |
| 3M | +1.6% | +80.4% | -78.8% | -11.1% |
| 6M | -16.7% | +138.5% | -155.2% | -32.2% |
| YTD | +20.4% | +265.5% | -245.1% | -11.6% |
| 1Y | +0.2% | +219.7% | -219.4% | -24.3% |
| 3Y | +208.7% | +209.4% | -0.7% | +119.4% |
| All | +244.4% | +19.0% | +225.3% | +198.4% |
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