+91.6%
NXT vs ABCL
+104.5%
-12.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.4% |
| 7D | -1.1% | +0.7% | -1.8% | -1.3% |
| 30D | -15.3% | +93.1% | -108.4% | -27.1% |
| 3M | -43.8% | +79.4% | -123.2% | -51.3% |
| 6M | -18.7% | +214.9% | -233.5% | -38.2% |
| YTD | -3.0% | +234.2% | -237.2% | -28.3% |
| 1Y | +22.7% | +174.8% | -152.0% | -6.5% |
| All | +91.6% | +104.5% | -12.9% | +30.6% |
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