+399.7%
NEM vs ALB
+2,835.3%
-2,435.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.4% | +2.7% | -1.0% |
| 7D | +0.3% | -8.1% | +8.4% | +1.7% |
| 30D | +23.1% | +6.3% | +16.8% | +21.6% |
| 3M | +18.5% | -23.6% | +42.1% | +23.8% |
| 6M | +7.8% | -24.6% | +32.4% | +12.2% |
| YTD | +29.1% | -10.3% | +39.4% | +30.6% |
| 1Y | +72.7% | +61.5% | +11.2% | +57.8% |
| 3Y | +248.7% | -34.0% | +282.7% | +251.6% |
| 5Y | +148.7% | -44.6% | +193.3% | +148.6% |
| 10Y | +304.8% | +76.1% | +228.7% | +204.6% |
| All | +399.7% | +2,835.3% | -2,435.6% | +157.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling