+1,567.2%
NRG vs ALB
+1,128.9%
+438.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -4.4% | +10.9% | +7.8% |
| 7D | +7.1% | -8.1% | +15.2% | +9.8% |
| 30D | -1.4% | +6.3% | -7.7% | -3.8% |
| 3M | -10.5% | -23.6% | +13.1% | -3.6% |
| 6M | -26.7% | -24.6% | -2.1% | -21.7% |
| YTD | -24.5% | -10.3% | -14.3% | -24.5% |
| 1Y | -18.6% | +61.5% | -80.0% | -34.2% |
| 3Y | +227.1% | -34.0% | +261.1% | +220.4% |
| 5Y | +198.8% | -44.6% | +243.4% | +184.8% |
| 10Y | +1,122.3% | +76.1% | +1,046.2% | +496.0% |
| All | +1,567.2% | +1,128.9% | +438.3% | +193.3% |
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