-47.0%
ALB vs NVD
-98.6%
+51.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +9.0% | -10.2% | 0.0% |
| 7D | -3.6% | +17.0% | -20.6% | -1.4% |
| 30D | -2.9% | +77.3% | -80.2% | +4.9% |
| 3M | -25.8% | +61.6% | -87.5% | -20.4% |
| 6M | -53.6% | +40.7% | -94.2% | -50.5% |
| YTD | -32.4% | -10.5% | -21.9% | -30.9% |
| 1Y | -13.0% | -6.1% | -6.9% | -10.3% |
| 3Y | -15.0% | -98.4% | +83.4% | -41.7% |
| All | -47.0% | -98.6% | +51.6% | -63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling