+358.7%
ALAB vs NTR
+61.1%
+297.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.5% | -2.9% | -4.9% |
| 7D | +0.6% | -2.5% | +3.1% | +1.0% |
| 30D | -8.8% | +17.0% | -25.8% | -11.6% |
| 3M | -14.0% | +22.2% | -36.2% | -17.9% |
| 6M | +144.3% | +5.2% | +139.1% | +140.9% |
| YTD | +71.0% | +29.7% | +41.4% | +57.3% |
| 1Y | +23.5% | +39.4% | -15.9% | +11.1% |
| All | +358.7% | +61.1% | +297.5% | +286.3% |
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