+8.6%
ALB vs NTR
+36.7%
-28.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.0% | +1.3% | +3.6% |
| 7D | -2.1% | +4.3% | -6.4% | -3.7% |
| 30D | -9.0% | +2.6% | -11.6% | -10.0% |
| 3M | -21.1% | +8.5% | -29.7% | -23.3% |
| 6M | -49.9% | -3.3% | -46.6% | -49.4% |
| YTD | -32.3% | +19.6% | -51.9% | -34.0% |
| 1Y | +8.6% | +37.6% | -29.0% | +1.7% |
| All | +8.6% | +36.7% | -28.1% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling