+257.6%
ALAB vs NTR
+46.9%
+210.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | +16.3% | -0.3% | +16.7% | +16.4% |
| 30D | -26.1% | +2.0% | -28.1% | -26.4% |
| 3M | -31.3% | +6.4% | -37.7% | -32.4% |
| 6M | -1.0% | +1.6% | -2.6% | -1.9% |
| YTD | +33.3% | +18.2% | +15.1% | +24.3% |
| 1Y | +53.5% | +23.9% | +29.6% | +40.3% |
| All | +257.6% | +46.9% | +210.7% | +205.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling