-18.6%
NRG vs ALB
+60.9%
-79.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -4.4% | +10.9% | +7.2% |
| 7D | +7.1% | -8.1% | +15.2% | +8.6% |
| 30D | -1.4% | +6.3% | -7.7% | -2.9% |
| 3M | -10.5% | -23.6% | +13.1% | -6.2% |
| 6M | -26.7% | -24.6% | -2.1% | -23.8% |
| YTD | -24.5% | -10.3% | -14.3% | -23.8% |
| 1Y | -18.6% | +61.5% | -80.0% | -23.7% |
| All | -18.6% | +60.9% | -79.5% | -23.7% |
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