-60.9%
ALB vs NXT
+246.1%
-307.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.3% | -4.5% | -0.5% |
| 7D | +9.1% | +32.2% | -23.2% | +0.8% |
| 30D | -3.4% | +21.9% | -25.3% | -9.0% |
| 3M | -20.6% | +6.6% | -27.2% | -22.8% |
| 6M | -48.2% | -16.8% | -31.4% | -47.1% |
| YTD | -29.2% | +20.4% | -49.7% | -35.6% |
| 1Y | +10.0% | -1.5% | +11.5% | +5.0% |
| 3Y | -12.9% | +182.4% | -195.3% | -41.7% |
| All | -60.9% | +246.1% | -307.0% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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