+365.7%
ALAB vs NTR
+65.1%
+300.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.5% | -8.5% | -7.2% |
| 7D | +3.2% | +3.8% | -0.7% | +2.5% |
| 30D | -13.6% | +25.2% | -38.8% | -17.3% |
| 3M | -16.6% | +21.0% | -37.6% | -20.0% |
| 6M | +142.3% | +7.6% | +134.7% | +138.1% |
| YTD | +73.6% | +32.9% | +40.8% | +59.0% |
| 1Y | +33.7% | +43.1% | -9.4% | +19.7% |
| All | +365.7% | +65.1% | +300.5% | +290.5% |
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