+25.0%
ALAB vs NRG
-28.9%
+53.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.7% | +1.3% |
| 7D | -6.2% | -4.7% | -1.5% | -3.4% |
| 30D | -8.7% | -6.0% | -2.7% | -5.5% |
| 3M | -20.7% | -8.0% | -12.8% | -18.8% |
| 6M | +133.5% | -23.2% | +156.7% | +169.6% |
| YTD | +75.1% | -28.1% | +103.1% | +106.3% |
| 1Y | +25.0% | -27.3% | +52.3% | +51.8% |
| All | +25.0% | -28.9% | +53.9% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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