+96.4%
NI vs ALB
-43.6%
+140.0%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +1.1% |
| 7D | +2.3% | -4.4% | +6.7% | +2.6% |
| 30D | -1.7% | -1.2% | -0.5% | -1.7% |
| 3M | -8.0% | -13.3% | +5.3% | -7.4% |
| 6M | -8.6% | -19.8% | +11.1% | -7.9% |
| YTD | +2.3% | -7.9% | +10.3% | +1.9% |
| 1Y | +6.9% | +60.2% | -53.2% | +1.8% |
| 3Y | +70.6% | -26.4% | +97.0% | +70.2% |
| 5Y | +96.4% | -42.5% | +138.9% | +98.8% |
| All | +96.4% | -43.6% | +140.0% | +98.8% |
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