+136.6%
NEM vs ALB
-62.6%
+199.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.2% | +0.1% | -3.4% |
| 7D | +11.6% | +5.3% | +6.4% | +10.7% |
| 30D | +1.8% | -6.3% | +8.1% | +2.9% |
| 3M | +2.5% | -27.4% | +29.9% | +8.0% |
| 6M | +3.4% | -53.1% | +56.5% | +16.9% |
| YTD | +20.9% | -32.3% | +53.2% | +28.7% |
| 1Y | +37.2% | -7.3% | +44.5% | +39.9% |
| 3Y | +271.6% | -14.9% | +286.6% | +269.9% |
| 5Y | +136.6% | -62.0% | +198.7% | +152.2% |
| All | +136.6% | -62.6% | +199.3% | +152.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling