-7.9%
AA vs NTR
+97.9%
-105.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | -3.4% | -1.3% | -2.1% | -2.4% |
| 30D | -5.8% | +16.8% | -22.6% | -16.5% |
| 3M | -29.9% | +20.7% | -50.6% | -39.9% |
| 6M | -27.0% | +0.5% | -27.6% | -29.1% |
| YTD | -8.7% | +29.2% | -37.9% | -27.8% |
| 1Y | +50.6% | +39.6% | +11.0% | +11.3% |
| 3Y | +74.1% | +37.9% | +36.2% | +26.0% |
| 5Y | +2.6% | +47.1% | -44.5% | -34.1% |
| All | -7.9% | +97.9% | -105.9% | -58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling