+379.9%
NEM vs ALB
+35.3%
+344.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.4% |
| 7D | +0.3% | +1.1% | -0.7% | +0.2% |
| 30D | +1.1% | -2.6% | +3.7% | +1.5% |
| 3M | +1.3% | -25.6% | +26.8% | +5.6% |
| 6M | -1.4% | -54.0% | +52.6% | +10.0% |
| YTD | +19.4% | -31.6% | +51.0% | +25.8% |
| 1Y | +32.9% | -6.6% | +39.5% | +34.7% |
| 3Y | +267.0% | -14.0% | +281.0% | +262.8% |
| 5Y | +131.0% | -62.5% | +193.5% | +145.9% |
| 10Y | +379.9% | +36.3% | +343.6% | +313.4% |
| All | +379.9% | +35.3% | +344.6% | +313.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling