+50.6%
AA vs NTR
+39.1%
+11.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | -3.4% | -1.3% | -2.1% | -2.9% |
| 30D | -5.8% | +16.8% | -22.6% | -11.3% |
| 3M | -29.9% | +20.7% | -50.6% | -35.1% |
| 6M | -27.0% | +0.5% | -27.6% | -27.9% |
| YTD | -8.7% | +29.2% | -37.9% | -18.6% |
| 1Y | +50.6% | +39.6% | +11.0% | +29.9% |
| All | +50.6% | +39.1% | +11.5% | +29.9% |
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