+1,381.0%
NET vs ALB
+48.7%
+1,332.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.3% | -7.9% | -4.3% |
| 7D | -16.4% | -2.1% | -14.3% | -15.8% |
| 30D | -25.8% | -9.0% | -16.8% | -23.6% |
| 3M | -11.5% | -21.1% | +9.6% | -5.1% |
| 6M | +18.9% | -49.9% | +68.8% | +46.5% |
| YTD | +35.2% | -32.3% | +67.5% | +46.6% |
| 1Y | +14.5% | +8.6% | +5.9% | +3.8% |
| 3Y | +313.8% | -22.2% | +336.0% | +274.2% |
| 5Y | +32.6% | -63.0% | +95.5% | +61.9% |
| All | +1,381.0% | +48.7% | +1,332.3% | +1,364.0% |
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