+369.5%
ALAB vs NVDX
+125.3%
+244.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.5% |
| 7D | -6.2% | -10.2% | +4.0% | -1.4% |
| 30D | -8.7% | -7.3% | -1.3% | -6.0% |
| 3M | -20.7% | +5.5% | -26.3% | -23.1% |
| 6M | +133.5% | +18.3% | +115.2% | +108.7% |
| YTD | +75.1% | +11.4% | +63.6% | +59.1% |
| 1Y | +25.0% | +12.7% | +12.4% | +12.1% |
| All | +369.5% | +125.3% | +244.2% | +164.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 10y: compounded portfolio wealth divided by compounded NVDX 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…
10y analysis · Full analysis span regression · 6 months rolling