+271.6%
NEM vs ALB
-13.3%
+284.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.2% | +0.1% | -3.3% |
| 7D | +11.6% | +5.3% | +6.4% | +10.5% |
| 30D | +1.8% | -6.3% | +8.1% | +3.1% |
| 3M | +2.5% | -27.4% | +29.9% | +9.0% |
| 6M | +3.4% | -53.1% | +56.5% | +19.3% |
| YTD | +20.9% | -32.3% | +53.2% | +30.1% |
| 1Y | +37.2% | -7.3% | +44.5% | +40.9% |
| 3Y | +271.6% | -14.9% | +286.6% | +272.3% |
| All | +271.6% | -13.3% | +284.9% | +272.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling