+2.7%
AA vs NTR
+45.0%
-42.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.5% | -2.3% | -3.2% |
| 7D | -5.4% | -2.5% | -2.9% | -3.8% |
| 30D | -10.7% | +17.0% | -27.7% | -19.7% |
| 3M | -26.2% | +22.2% | -48.4% | -35.8% |
| 6M | -20.9% | +5.2% | -26.1% | -25.0% |
| YTD | -8.6% | +29.7% | -38.3% | -25.6% |
| 1Y | +57.4% | +39.4% | +18.0% | +21.0% |
| 3Y | +77.8% | +38.2% | +39.6% | +34.2% |
| 5Y | +2.7% | +47.6% | -44.9% | -31.5% |
| All | +2.7% | +45.0% | -42.3% | -31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling