+87.4%
NVDA vs ALAB
+311.3%
-223.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.2% | -5.4% |
| 7D | -18.3% | -7.5% | -10.8% | -17.2% |
| 30D | -26.3% | -36.8% | +10.5% | -18.9% |
| 3M | -22.3% | -31.9% | +9.6% | -16.6% |
| 6M | -21.3% | +8.2% | -29.5% | -27.8% |
| YTD | -9.2% | +29.9% | -39.2% | -23.8% |
| 1Y | -14.9% | +24.4% | -39.4% | -28.8% |
| All | +87.4% | +311.3% | -223.9% | +2.2% |
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