+2,843.7%
NI vs ALB
+2,138.3%
+705.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.4% |
| 7D | +0.6% | +1.1% | -0.5% | +0.4% |
| 30D | +11.2% | -2.6% | +13.8% | +11.5% |
| 3M | +9.2% | -25.6% | +34.7% | +14.0% |
| 6M | -1.8% | -54.0% | +52.2% | +10.5% |
| YTD | +12.0% | -31.6% | +43.6% | +16.2% |
| 1Y | +6.4% | -6.6% | +13.0% | +4.3% |
| 3Y | +99.4% | -14.0% | +113.4% | +85.5% |
| 5Y | +113.1% | -62.5% | +175.7% | +122.5% |
| 10Y | +192.3% | +36.3% | +156.0% | +113.4% |
| All | +2,843.7% | +2,138.3% | +705.5% | +1,251.0% |
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 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