+365.7%
ALAB vs NRG
+86.8%
+278.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.5% | -7.5% | -7.3% |
| 7D | +3.2% | +9.3% | -6.1% | -2.2% |
| 30D | -13.6% | +1.3% | -14.8% | -14.6% |
| 3M | -16.6% | -6.0% | -10.6% | -14.9% |
| 6M | +142.3% | -22.0% | +164.3% | +177.0% |
| YTD | +73.6% | -24.1% | +97.8% | +100.6% |
| 1Y | +33.7% | -18.0% | +51.7% | +47.6% |
| All | +365.7% | +86.8% | +278.9% | +212.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling