+300.2%
NEM vs ALB
+84.6%
+215.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.0% | -1.6% |
| 7D | -3.3% | -7.6% | +4.3% | -2.2% |
| 30D | +7.8% | -5.6% | +13.4% | +8.6% |
| 3M | +36.3% | -16.8% | +53.1% | +39.7% |
| 6M | +6.6% | -26.3% | +32.9% | +10.7% |
| YTD | +27.1% | -13.2% | +40.4% | +29.3% |
| 1Y | +62.3% | +68.8% | -6.5% | +51.9% |
| 3Y | +245.1% | -30.7% | +275.7% | +245.1% |
| 5Y | +154.0% | -46.3% | +200.3% | +157.2% |
| All | +300.2% | +84.6% | +215.6% | +174.2% |
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