+0.6%
ALB vs NTR
+97.9%
-97.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.1% | -3.2% |
| 7D | -6.6% | -1.3% | -5.3% | -5.9% |
| 30D | -8.1% | +16.8% | -24.9% | -16.0% |
| 3M | -25.7% | +20.7% | -46.4% | -33.7% |
| 6M | -29.5% | +0.5% | -30.0% | -30.6% |
| YTD | -16.2% | +29.2% | -45.4% | -29.2% |
| 1Y | +59.2% | +39.6% | +19.7% | +27.9% |
| 3Y | -33.7% | +37.9% | -71.6% | -46.8% |
| 5Y | -48.1% | +47.1% | -95.2% | -63.8% |
| All | +0.6% | +97.9% | -97.3% | -49.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling