+16.0%
AA vs NTR
+36.7%
-20.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.0% | -1.2% | +1.2% |
| 7D | +0.9% | +4.3% | -3.4% | -0.7% |
| 30D | -6.4% | +2.6% | -9.0% | -7.5% |
| 3M | -13.0% | +8.5% | -21.5% | -15.7% |
| 6M | -34.6% | -3.3% | -31.3% | -34.2% |
| YTD | -23.0% | +19.6% | -42.6% | -28.3% |
| 1Y | +16.0% | +37.6% | -21.6% | -5.7% |
| All | +16.0% | +36.7% | -20.7% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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