+25.0%
ALAB vs NTRS
+51.4%
-26.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +1.5% |
| 7D | -6.2% | +1.4% | -7.6% | -7.2% |
| 30D | -8.7% | -0.7% | -8.0% | -8.1% |
| 3M | -20.7% | +11.3% | -32.1% | -28.1% |
| 6M | +133.5% | +35.5% | +98.0% | +75.1% |
| YTD | +75.1% | +40.6% | +34.5% | +30.5% |
| 1Y | +25.0% | +49.2% | -24.2% | -6.7% |
| All | +25.0% | +51.4% | -26.4% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling