+117.0%
AA vs NTRS
+259.9%
-143.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -1.0% |
| 7D | -3.4% | +1.4% | -4.8% | -4.7% |
| 30D | -5.8% | -0.7% | -5.1% | -5.6% |
| 3M | -29.9% | +11.3% | -41.2% | -36.6% |
| 6M | -27.0% | +35.5% | -62.6% | -44.8% |
| YTD | -8.7% | +40.6% | -49.3% | -33.4% |
| 1Y | +50.6% | +49.2% | +1.4% | +4.5% |
| 3Y | +74.1% | +167.2% | -93.2% | -29.0% |
| 5Y | +2.6% | +94.9% | -92.3% | -46.5% |
| All | +117.0% | +259.9% | -143.0% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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