+92.8%
NVDA vs ALAB
+339.3%
-246.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.8% | -3.9% | +1.3% |
| 7D | -13.2% | +3.4% | -16.6% | -14.4% |
| 30D | -23.2% | -28.8% | +5.5% | -17.8% |
| 3M | -20.0% | -26.0% | +6.0% | -15.8% |
| 6M | -20.6% | +11.4% | -32.0% | -27.6% |
| YTD | -6.6% | +38.8% | -45.4% | -22.9% |
| 1Y | -9.8% | +37.8% | -47.7% | -26.4% |
| All | +92.8% | +339.3% | -246.5% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 10y: compounded portfolio wealth divided by compounded ALAB 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…
10y analysis · Full analysis span regression · 6 months rolling