+25.0%
ALAB vs NEM
+64.8%
-39.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.8% | +2.1% |
| 7D | -6.2% | -1.0% | -5.2% | -5.7% |
| 30D | -8.7% | +7.8% | -16.5% | -11.6% |
| 3M | -20.7% | +30.2% | -51.0% | -29.8% |
| 6M | +133.5% | +9.6% | +123.9% | +117.8% |
| YTD | +75.1% | +27.8% | +47.2% | +59.4% |
| 1Y | +25.0% | +60.7% | -35.7% | +11.2% |
| All | +25.0% | +64.8% | -39.8% | +11.2% |
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