+182.4%
NXT vs ABCL
+156.0%
+26.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +6.7% | -1.4% | +4.1% |
| 7D | +32.2% | -3.2% | +35.4% | +32.6% |
| 30D | +21.9% | -7.4% | +29.3% | +23.2% |
| 3M | +6.6% | +81.9% | -75.4% | -7.3% |
| 6M | -16.8% | +135.7% | -152.5% | -32.6% |
| YTD | +20.4% | +247.4% | -226.9% | -11.8% |
| 1Y | -1.5% | +162.3% | -163.8% | -23.7% |
| 3Y | +182.4% | +165.5% | +16.9% | +100.7% |
| All | +182.4% | +156.0% | +26.3% | +100.7% |
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