+112.5%
NET vs ALB
-44.4%
+156.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.4% | +2.5% | -0.3% |
| 7D | -7.0% | -8.1% | +1.1% | -4.2% |
| 30D | -4.8% | +6.3% | -11.1% | -7.3% |
| 3M | +3.8% | -23.6% | +27.4% | +13.7% |
| 6M | +50.0% | -24.6% | +74.7% | +61.1% |
| YTD | +41.5% | -10.3% | +51.7% | +39.5% |
| 1Y | +32.8% | +61.5% | -28.6% | -0.9% |
| 3Y | +335.9% | -34.0% | +369.9% | +369.7% |
| All | +112.5% | -44.4% | +156.9% | +127.6% |
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