+272.3%
ALAB vs NEM
+268.6%
+3.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.2% | +8.1% | +7.2% |
| 7D | +3.4% | +0.3% | +3.1% | +3.3% |
| 30D | -28.8% | +1.1% | -29.9% | -29.1% |
| 3M | -26.0% | +1.3% | -27.3% | -26.6% |
| 6M | +11.4% | -1.4% | +12.8% | +10.1% |
| YTD | +38.8% | +19.4% | +19.4% | +29.9% |
| 1Y | +37.8% | +32.9% | +4.9% | +25.7% |
| All | +272.3% | +268.6% | +3.6% | +198.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling