+249.6%
ALAB vs NEM
+289.4%
-39.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +3.5% | +10.2% | +12.5% |
| 7D | -5.6% | +14.7% | -20.3% | -10.3% |
| 30D | -36.6% | +6.2% | -42.8% | -38.0% |
| 3M | -35.1% | +11.0% | -46.1% | -37.7% |
| 6M | +8.5% | +7.9% | +0.6% | +4.1% |
| YTD | +30.4% | +26.2% | +4.2% | +19.8% |
| 1Y | +31.0% | +51.5% | -20.5% | +15.4% |
| All | +249.6% | +289.4% | -39.8% | +175.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling