+2,556.9%
NI vs ALB
+2,835.3%
-278.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | +0.1% |
| 7D | +2.0% | -8.1% | +10.1% | +3.4% |
| 30D | -3.5% | +6.3% | -9.8% | -4.7% |
| 3M | -9.1% | -23.6% | +14.4% | -5.6% |
| 6M | -11.8% | -24.6% | +12.8% | -8.9% |
| YTD | +1.1% | -10.3% | +11.4% | +0.6% |
| 1Y | +6.7% | +61.5% | -54.8% | -5.3% |
| 3Y | +71.1% | -34.0% | +105.1% | +68.6% |
| 5Y | +94.3% | -44.6% | +138.9% | +89.2% |
| 10Y | +135.8% | +76.1% | +59.7% | +65.5% |
| All | +2,556.9% | +2,835.3% | -278.3% | +1,069.8% |
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 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