+5.7%
NI vs ALB
+69.7%
-64.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | -0.6% |
| 7D | +1.3% | -8.6% | +9.9% | +1.2% |
| 30D | -0.3% | -4.0% | +3.8% | -0.3% |
| 3M | -9.5% | -17.4% | +7.9% | -9.5% |
| 6M | -10.2% | -25.4% | +15.1% | -10.3% |
| YTD | +1.8% | -10.5% | +12.3% | +2.0% |
| 1Y | +5.7% | +75.8% | -70.2% | +9.7% |
| All | +5.7% | +69.7% | -64.0% | +9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling