+278.8%
AA vs NTRS
+7,716.8%
-7,438.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.4% | -6.1% | -5.6% |
| 7D | -5.4% | +0.3% | -5.7% | -5.6% |
| 30D | -10.7% | +0.2% | -10.8% | -11.0% |
| 3M | -26.2% | +13.2% | -39.4% | -31.5% |
| 6M | -20.9% | +36.9% | -57.9% | -34.3% |
| YTD | -8.6% | +39.1% | -47.7% | -24.9% |
| 1Y | +57.4% | +50.4% | +6.9% | +24.2% |
| 3Y | +77.8% | +166.8% | -89.0% | +2.0% |
| 5Y | +2.7% | +92.9% | -90.2% | -29.7% |
| 10Y | +121.2% | +255.7% | -134.5% | +16.3% |
| All | +278.8% | +7,716.8% | -7,438.0% | -13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling