-47.8%
ALB vs NVD
-98.5%
+50.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.9% | -5.3% | -0.9% |
| 7D | -5.8% | +28.6% | -34.4% | -2.5% |
| 30D | -4.5% | +73.6% | -78.2% | +2.9% |
| 3M | -28.1% | +70.1% | -98.2% | -22.3% |
| 6M | -53.2% | +53.6% | -106.8% | -49.5% |
| YTD | -33.3% | -7.0% | -26.3% | -31.5% |
| 1Y | -17.4% | -9.0% | -8.4% | -15.2% |
| 3Y | -14.1% | -98.3% | +84.2% | -40.6% |
| All | -47.8% | -98.5% | +50.8% | -64.2% |
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