-50.4%
ALB vs NXT
+178.8%
-229.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.2% | -5.6% | -4.8% |
| 7D | -8.1% | -1.1% | -7.0% | -7.8% |
| 30D | +6.3% | -15.3% | +21.6% | +10.6% |
| 3M | -23.6% | -43.8% | +20.2% | -12.1% |
| 6M | -24.6% | -18.7% | -6.0% | -22.8% |
| YTD | -10.3% | -3.0% | -7.3% | -12.8% |
| 1Y | +61.5% | +22.7% | +38.7% | +45.8% |
| 3Y | -34.0% | +95.9% | -129.9% | -51.6% |
| All | -50.4% | +178.8% | -229.2% | -67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling