+358.7%
ALAB vs NRG
+74.3%
+284.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.2% | -2.1% | -3.3% |
| 7D | +0.6% | -0.2% | +0.8% | +0.7% |
| 30D | -8.8% | -6.8% | -2.0% | -5.2% |
| 3M | -14.0% | -7.1% | -6.9% | -11.7% |
| 6M | +144.3% | -27.6% | +171.8% | +192.1% |
| YTD | +71.0% | -29.2% | +100.2% | +106.1% |
| 1Y | +23.5% | -29.9% | +53.4% | +49.9% |
| All | +358.7% | +74.3% | +284.4% | +220.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling