-29.7%
ALB vs NVD
-99.2%
+69.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -3.1% | -4.6% |
| 7D | -8.1% | -11.1% | +3.0% | -9.4% |
| 30D | +6.3% | -13.3% | +19.5% | +4.7% |
| 3M | -23.6% | -19.8% | -3.8% | -24.8% |
| 6M | -24.6% | -48.8% | +24.2% | -29.3% |
| YTD | -10.3% | -49.7% | +39.4% | -15.4% |
| 1Y | +61.5% | -61.4% | +122.8% | +49.1% |
| 3Y | -34.0% | -99.1% | +65.2% | -56.7% |
| All | -29.7% | -99.2% | +69.5% | -55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling