+65.2%
ALAB vs NEM
+73.9%
-8.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.8% | +11.5% | +10.4% |
| 7D | +7.2% | +0.3% | +6.9% | +7.0% |
| 30D | -2.5% | +23.1% | -25.6% | -11.1% |
| 3M | -13.3% | +18.5% | -31.8% | -20.4% |
| 6M | +172.8% | +7.8% | +165.1% | +155.5% |
| YTD | +86.6% | +29.1% | +57.5% | +68.8% |
| 1Y | +65.2% | +72.7% | -7.5% | +46.9% |
| All | +65.2% | +73.9% | -8.7% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 1y: compounded portfolio wealth divided by compounded NEM 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…
1y analysis · Full analysis span regression · 6 months rolling