-29.2%
ALB vs NVD
-99.1%
+69.9%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.9% | -4.7% | -2.6% |
| 7D | -8.6% | +0.5% | -9.1% | -8.6% |
| 30D | -4.0% | -9.3% | +5.2% | -4.9% |
| 3M | -17.4% | -22.1% | +4.7% | -19.1% |
| 6M | -25.4% | -45.8% | +20.4% | -29.5% |
| YTD | -10.5% | -46.7% | +36.2% | -14.9% |
| 1Y | +75.8% | -59.5% | +135.3% | +63.6% |
| All | -29.2% | -99.1% | +69.9% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 3y: compounded portfolio wealth divided by compounded NVD 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…
3y analysis · Full analysis span regression · 6 months rolling