+369.5%
ALAB vs NTRS
+146.9%
+222.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +1.6% |
| 7D | -6.2% | +1.4% | -7.6% | -7.1% |
| 30D | -8.7% | -0.7% | -8.0% | -8.2% |
| 3M | -20.7% | +11.3% | -32.1% | -26.8% |
| 6M | +133.5% | +35.5% | +98.0% | +87.2% |
| YTD | +75.1% | +40.6% | +34.5% | +37.9% |
| 1Y | +25.0% | +49.2% | -24.2% | -5.0% |
| All | +369.5% | +146.9% | +222.6% | +171.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling